Here is a small non exhaustive list of the things you shouldn’t forget:
For the horse treks, you may want to add:
Please note that's not uncommon that luggage arrive lately the day after your arrival, if not, but rarely, two or three days after. To protect yourself against any troubles, we recommend you to bring a change outfit and to keep it with you in cabin. Also when you travel with your spouse or your family, we recommend you to share your belongings between the different bags. Doing this way, if a bag doesn’t arrive, it’s not all the belongings of one person that will lack, but some belongings of each person. Please don’t bring new cases, or brand cases. Mongolia is a dusty country and your bags are sometimes manhandled.