These are the "Essentials", the things every good dance party should have. They aren't expensive, but are important.
I know, this seems like a weird essential to start out with, but trust me, hearing protection is essential. Normalizing kids wearing hearing protection is important for their safety. The music doesn't feel loud to me, but I know my kids hearing is way better than mine and I want to keep it that way for as long as possible. Over Ear / Ear Muff style or smaller expandable plugs both work great.
We always bought these at the dollar store. We'd just grab 4 or 5 packets when we would stop by for cards. That's enough for a dance party or two. I think Amazon has better prices with their bulk glow stick packs, but if you're just starting out, go the dollar store route and get a few packs of glow sticks to try out.