[RPG] How to discuss with the DM prior to the first game

Ideally? You don't need to buy anything at all.

You should ask your GM ahead of time if there's anything they specifically want you to bring, but here is the important thing to remember about the books, or any gaming kit really:

It can and should all be shared by players and GM alike

I can think of very few items in a gaming system that cannot be borrowed from another person or easily produced for free. Dice can be lent (most experienced players will have a collection anyway), books can be borrowed (as a beginner, you may want someone else to help you make your character anyway), and character sheets can be printed off the web or simply fabricated with paper and pencil/pen. The Game Master is usually the one responsible for bringing books to a gaming session, so unless you plan on being the Game Master right away (not recommended—experience playing is the best way to learn good game master practice), you can count on the game master for your gaming tools.

Now don't feel like if you've bought a few 3.5e books already that you need to return those books right away. It's easier to make your own character as you see fit when you've got your own copy of the rules. But, don't feel like you must have any particular book to play a game either—a good Game Master will provide for new players, and good players will help new players along.

As a GM, there is one thing I hate that new players do above all other things:

Don't Be Afraid To Ask Questions Or Speak Up

One of the things that new players do a lot is... nothing. They don't feel comfortable yet, so they don't say a lot. That's to be expected, and it's okay.

But then you get the ones who won't ask questions when they're confused, won't speak up when they have an idea, and won't let anyone know that they're bored and not having fun.

Don't do that. If you're confused by a rule, how a spell works, or if you can use an ability to spy on an NPC, ask. Ask every question you can think of. I'll happily spend half the night answering questions that help you get into the game. I want you to be able to do things, and am much happier answering questions that help you do that than I am if you just sit quietly because you're confused or unsure what to do.

If you have an idea for the party, speak up. Maybe it's not a good idea. Maybe it's an obviously genius idea that they never thought of because they've been in the game too long. Who knows until you voice it? The entire point of the game is to interact with the other players, so please do it when you have something to say.

And of course, if you don't feel like you can do anything and aren't enjoying yourself, I want to know that! There's lots of things the GM can do to help you out, if you tell us. But we're not mind readers, and we really don't like finding out later that you're unhappy when we could have done something about it had you said so earlier. (This can be done by passing a note or asking to talk in private, if it's something you don't want to voice in front of the group.)

Group Specific Stuff

Beyond that, it's a hard question to answer. Group dynamics and expectations vary wildly between groups. In some groups, you should wait your turn to speak and do things politely. In other groups, you're just expected to interrupt when you have something to say, and not doing so is treated as quiet agreement.

Some groups are quiet, others get very animated. Some expect people to only talk in character, others are assumed out of character. Some groups will do a lot of talking and try to solve mysteries or deal with things peacefully, and others shoot first and maybe ask questions after the loot is counted.

There's numerous examples of things like that, and as I know nothing about your group, I can't really say what they expect you to do. Except that they want you to ask questions and get involved. :)