A dorm is normally provided with a desk & a chair along with it. So you can jazz it up as you would like (just try not to over do it though).
Notes + Board:
Keeping stickies/notes is a no-brainer & a must in your desk. A board is helpful because you can stick memos on it, as well as your calendar (even though most things are virtual today). It'll help in the long run when you have an exam or assignment due.
Keep a few filing storages around or on your desk so you can put in papers that aren't needed often. Other files can be used to put your textbooks or regular day-to-day basis books in.
With all of the technology these days, it is a must to control your cords (sounds awkward.... moving along), so make sure you purchase some while you're out shopping for you dorm so you don't have to deal with all of these extra cords under your desk.... unless you don't mind it?
Or if you're really eco-savvy keep a recycling bin because you're most likely to throw paper in the wastebasket by your desk.
Lamps, pencil cup, filing, dispensers are all needed around your desk, so keep them nearby. If you have a drawer desk, then keep them in your desk if you want it to be more cleared up!