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All 3 starter planets can be completed if you spawned on there "naked" but all are much easier if you can get the items you "want" by importing them from Nauvis.
Otherwise, take enough items with your first ship to build a Rocket Silo, and enough resources to fuel at least one rocket so you can return to Nauvis when desired.
I have kept this answer to "what you might want on Nauvis" rather than "what you might want to take with you" except for the last part.
Though you really should have made a platform earlier to already start making space science, as that's easy to make and basically free once you built the platform.
Then you can just go to town and don't have to worry about anything while on a new planet.
TLDR: Have defense that doesn't rely on you being there. Make sure roboports cover it for automatic repair. Set up a mall of some kind to send construction items over. Buffer rocket materials so you can launch items to space when restocking the platform in a timely manner. Get belts/pipes made on the platform. Enjoy.
Your first platform never needs to move. All it needs to do is harvest random space rocks and drop the science bottles back down to your base.
If you have your eyes set on Vulcanus I would highly recommend bringing a few dozen nuke rockets.
(ship up the parts and assemble in space)
You'll see why.
Honestly it all works.
Going to new planet is other deal as comming back might take time depending on how prepared you are. Make sure that you can manage your base remotly through robots and that required resources/buildings are aviable for logistical network.
It is goot to have safemeasures against things like nuclear power being manualy fuelled as you won't be there to refuel it.
First thing to remember is that on new planets you are starting from "zero" but it can be remedied with drops from orbit, so more efficient you base is in delivering resources/buildings. It is not exacly start from scratch as it will be faster than start of game but you might be already used to developed base that is close to fully automaticated and you will need to go back to building things "manualy".
You cannot take anything in your backpack (even personal bots or ammo) but you can send it to rocket and then drop it on surface.
More your base is able to ship to space efficently = easier start on new planet. Each planet have something new and requires some adaptation to production but sending some resource that is "hard to get" initialy from base might make life way easier. Good production base, and access to everything through robots + few lunchpats that can sent rocket after rocket without problem are better than trying to predict what you will miss and stock that ahead on rocket.
To return from other planet you will need rocket silo and new rocket, making sure materials for it can be shiped might be good idea in case of some "emergency".
If you plan to land on another planet, bring emergency stuff with you, like silo components and resources sufficient for at least one shuttle to be able to fly back on platform if needed.
Just do not land on Gleba first, if you do not want to experience painful spoiling nightmare so early in your run. )
Reality however is though that you need so much more to do it right and not struggle.
Well defended base on nauvis and as many supplies as you can fit to make life easier when you actually get to a new planet, like rocket parts and such.
It also helps to have a well defended space platform with a decent amount of ammo.
I am at 44 hours in my current game and just now getting close to giving planet hopping a try. Still have some work to do first though.
Fulgora in particularly gives you almost everything to build a silo and a rocket in the trash.
Though elevated trains help a TON there.
For power, consider how you're going to keep your new bases running. Vulcanus does really well with solar and accumulators. Gleba is about burning organics and you'll want to send some heat exchangers. Think in terms of nuclear but without a reactor, you'll be burning other stuff. A little solar on Gleba works okay, to start. For Fulgora, you'll want accumulators, lots of accumulators, and no need to send anything else.
Don't forget: a landing platform to put down on your new planet, and the materials to build a rocket silo plus at least two rockets. One rocket for you to leave, and one rocket to send back some initial science packs. If you can keep supplying rocket part ingredients from regular shipments for a while, you can get the rest of the science you need from a planet to at least unlock all its stuff.