Congrats to all on getting this far. Just a bit of advice for what it's worth:
As far as mail bringing pain...not that I ever saw, at least as far as letters go. There were some humorous moments involving letters that I can recall, but unfortunately I can't share those here. Just be sure that no one sends you packages. Letters are cool, packages can and will get you some....unwanted....attention.
January is cold, but you'll be fine. Nothing like excersise to warm you up.
Here is a small list of items that I took with me that I was glad I did (it has been a couple of years so if any of the more recent grads can let me know if any of this stuff is no longer allowed, I'd appreciate it):
1. My car. If AT ALL possible, drive yourself! You won't really have much access to your car for a while, but it gives you a great place to stash extra stuff and even better, a chance to get away from NAS Pensacola on those occasions when you might have liberty. If you can't take a car, make friends with someone who is. Then you can hitch a ride and maybe they'll let you stash stuff in their car.
2. Sleeping bag. Nothing expensive. I bought one at Wal-Mart for $10 right before I started. Don't take it with you at first. Stash it in your car. You'll get a chance to retrieve it later. It was a lot warmer than the blankets they gave us and that way my bed was always made and just needed to be straightened up a bit in the morning. You can roll it up and stash it in your locker during the day. My DI saw it on several occasions and never said anything about it.
3. Good running shoes. Go to a good running store before you leave and have them fit you with the right shoes for your foot. You will do a lot of running at OCS and most of it will be street running in formation. If you don't have the right shoes, that can really screw up your legs. Even if you've never had problems before, get it checked out.
4. Most important: Take a good attitude. I won't tell you that OCS doesn't suck. It does. It's designed to. You'll hear a lot of guys say "It wasn't that bad" and that's true, but you don't realize that until after its over. When you're in it, it can be "that bad". Remember (especially for the priors) that OCS has almost nothing to do with the "real Navy". It's a weeding-out process. No one in the Navy (as far as I know) does things the way they do in OCS. You will spend 12 weeks yelling and getting yelled at and then never do either one again. Just suck it up and make it through. Trust me, you'll have plenty of humorous anecdotes at the end of it. The only problem is that only fellow OCS grads will have any idea why they're so humorous.
Finally, careful what you post here. There is a very good chance that someone at OCS (probably a senior candidate) is reading this stuff and passing it on to your DI so that he can bring it up later and make you suffer for it. That being said, if you have any more specific questions for me you can PM me. If I don't know the answer or can't answer, I'll let you know. Good luck to all!