You do not need to bring anything, but if you have your own firearm you should bring it if you intend to practice with it. They have rental guns, ammo, and eye & ear protection available. I would highly recommend calling them and seeing if they have an intro class or instructor who can help you learn to shoot. They have really great instructors and even a seasoned shooter can learn a thing or two from the instructors at DFW Gun Range. They also have ladies night on Tuesday nights, ladies do not have to pay the $15-20 range fee.
You can bring your guns and if you want to take a Class you can
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