The closing itself is attended by the buyer, the seller, attorneys representing each side and both the listing and buyer's agents. There's not a lot that you'll need to bring but the following items are in fact essential: proof of your identity, payment of the closing costs (in the form of a bank check) and a well-rested signing hand.
The documents you'll be signing depending on the state and the lender but primarily you'll be ask to review and sign the HUD closing statement; the mortgage note; the deed of trust; the truth in lending statement; and any additional documents required in your state.
Once all the documents are signed, the keys are handed over. Now .... you're a homeowner!
Best of luck,
At closing, buyer pays off the balance of the purchase price, signs all the documents related to deed and mortgage, and get the keys to the property.