You're not allowed to take really anything at all into the exam. You have to leave personal items (bag, phone, coat, etc) outside the test room. They will give you a re-usable pad and erasable pen for rough working, and no calculator is allowed. I'm not sure if you're allowed a water bottle in the room.
You should be able to read all about the ESAT on these pages, but the site's not working properly today. (Nice, given it's the weekend before the first sitting!!)