Ok- since everyone else has done it, I'll chime in as well. I was in EXACTLY the same boat as you, except I got a boy on the draw. So instead of a cute girl that all the guys want to date to worry about, I have a little boy that very nearly broke his ankle because Captain Daredevil decided bombing off his train table was funzo. You might get some of both.
Names? I picked mine. Julia Marie for a girl, Gibson Davis for a boy. We ended up with a kid named after a guitar. Too many people put too much stress on naming kids after important stuff, etc. You're the only one that gets to pick the name. Make sure YOU like it. And don't do something stupid like name the kid Unique/Younique/whatever. I saw TWO OF THEM in the same class at pre school. If you EVER have to tell people how to pronounce your childs name, you're doin' it wrong. Also please for the love of dog, don't hyphenate the last name. It will berkeley you and the child for the rest of your lives.
Car seats- I have Recaro car seats now, and I ran a Graco Snugride 22 when he was still in a bucket. I test fit nearly every bucket seat on the market (the wife was not given an option with the Recaros... I was like dammit, SOMEONE in this car is getting a badass chair) and the Gracos were the best at fitting in the back of the MINI. Keep in mind they actually make them that will fit a 35lb baby. NO one should try and carry a 35lb child in a bucket, and unless your kid is Jabba(ette) the Hutt, they will not fit in a bucket lengthwise at 35lbs. Stick with the Graco Snugride 25, and rock and roll.
Toys? Don't buy ANY- unless you see something that you just have to have. (I was guilty of certain things. Hot Wheels, mostly). Your family will take care of it for you, and your kid won't play with them anyhow. Gibson preferred spoons and forks to rattles and stuff. A jumparoo is a must, it's the best thing ever. We never had a swing, but we did have a bouncy seat, that vibrated and stuff. He slept more in that than he did his crib.
Diapers- one thing that we did, or was done for us- was at one of the baby showers the wife was thrown, people were all asked to bring a pack of diapers. Nothin' big, but just a small 5$ pack or whatever. This was crucial, as everyone got different diapers, and we got to try them all without having to guess. We settled on Luvs. YMMV.
Breastfeeding- DO IT. My wife is like a berkeleyin' breastfeeding NINJA or or something. Gibson is two now, and she still does it. I think it's a little odd personally, cause he can go up and ask "Mama milk please" and grab out his own boob, but the kids' literally been since once. I can key her in to you if you'd like, she has all the resources ever for boob feeding.
Baby food- we skipped. We did baby led feeding. Basically, gave him a food, and let him give it a whirl. It went awesome. Babies are pretty smart critters, he never really choked himself, and he gummed down the food til it was manageable.
No matter what anyone tells you, you will NEVER be prepared for everything. Even though his birth was scheduled (complications, induction, c-section) we still didn't have all our stuff together. You can only be so prepared. Have your baby bag ready to go, learn what you can about kids, realize it's not all going to be smiles and flowers, and go for it. Kids are pretty strong, they tend to tell you what they need. Right now, Gibson needs the commercials to be done so Top Gear is back on.