Unless you are told otherwise, you can bring whatever you need for the time you're out with a trainer. That being said, you must limit your gear according to necessity and the very limited space you will have to stow your stuff.
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I just wouldn’t want to get in trouble for not bringing a duffle bag. Like I can’t follow directions kinda thing. My sleeping bag, pillow and everything I need would fit in it. It’s an easy bag to live out of for weeks on end.