Bring your valid passport with your F-1 visa (note that Canadian students will not have a visa) and your form I-20 or DS-2019. When you pass through US Immigration at your point of entry, you will also receive a card called a form I-94. It is extremely import for you to keep this card, preferably stapled into your passport.
Bring with you to the United States any important documents that relate to your academic, medical, and legal history:
Obtain English translations of these documents and have the translations certified by a U.S. educational advising center or a U.S. consulate or embassy. Retain photocopies of all original documents for your records.