Besides things others have already mentioned, I have:

old pair of sneakers and a pair of leather gloves in a Ziploc bag.

Why? I once read this as earthquake country advice. When the Big One (as we call it in California) comes, there may well be broken glass scattered EVERYWHERE, and one would not want to stir from bed without hand and foot protection.

I have put window film on the window right over my bed, but of course I've never actually tested it...