Your very first priority should be a whistle. In an urban event, this is not important but for any bush event, it is really good to have. The idea is that if you are injured (or badly lost), you can draw attention to yourself way better with a whistle. It's also possible that you will come across another orienteer who is injured and the same applies to summon help - whistles can be heard for quite a distance. Six short blasts is the call for help. This is a safety issue and a whistle is really cheap. I have one attached to a safety pin and I pin it to my running top every time I go into the forest. I've never needed it but I know for sure if I don't take it one day, that will be the time I do need it!
After that, I would give first priority to what's in your hands. Tie everything to yourself:
Buy yourself a thumb compass when you're ready and this will be attached to your thumb which is one less thing to drop. In the meantime, a piece of string attached to the borrowed base plate compass can be looped around your wrist so you can let it go if you need and it's still attached and won't be lost.
The sportident stick will sit on your finger via the elastic strap so that ought to be ok. As far as them being in short supply sometimes, I wouldn't worry too much. At larger events, you will generally find most orienteers have their own SI stick so you ought to be able to hire one ok for quite some time. When you buy yourself one, be sure to put a bit of string through the little hole and tie it onto your wrist - they are expensive to lose!
If you have a control card to carry around, it is very common practive for orienteers to have a piece of elastic ready-made, with a loop tied in each end (one big loop, one small). You stick a hole through the control card with the pointy end of a pen, shove your small elastic loop through, then push the rest of the elastic through the loop so it's now attached to the card. Then put the bigger loop around your wrist and you no longer HAVE to hang on to the card 100% of the time. That's cheap and easy.
Another item you will have is the Control Description paper. If you are at a smallish event, there will often be sticky tape provided and you can stick this to the control card or the map. One less thing to carry
Personally, I would recommend a "control description holder" as a good item to buy too as they're not too expensive and are very handy.
After the thumb compass, I would put gaiters as a next priority. You can run in a t-shirt or sports shirt of any type and a pair of shorts with gaiters is very convenient at a lot of events. They will protect your shins and keep grass and junk out of your running shoes. I run in lycra tights with gaiters all the time, except if it's really hot when I use my o-pants and gaiters ('cause I don't like getting my knees scratched with shorts). And I always use an o-top with long sleeves - stops getting my arms all scratched and they are so light.
Nobody ever takes car keys etc out in the forest. You're almost guaranteed to lose them and have to hang around for hours waiting for RACQ to turn up
At an urban event, the registration table will often have a box for car keys, just throw them in there but make sure you can recognise them amongst the pile! If there isn't anything like that, leave the key under the back wheel with a rock over it or at the base of the nearest tree with a stick over it or whatever. Some o-pants do have pockets but they're best kept for a hankie.
Glad to hear you had fun at the event. There is no need to join a club until you feel you want to be "part of it all". Give yourself a bit of time to get to know some of the others and join up when you're ready.