I went on my first elk hunt in the southern part of Colorado this past November during the 3rd rifle season. As mentioned, lots of good advice already but it can be overwhelming, especially for a newcomer not knowing exactly what to expect when you get there. Gear lists depend on a lot of variables so everyone's is going to be a little different. I didn't camp so I was fortunate in the aspect of shortening my gear list, although camping would have been a really fun experience.
Looking back, for clothing I was most thankful everyday that I bought me a good pair of boots and socks. I went with a pair of Lowa Renegade GTX boots and a few pair of Darn Tough socks. I have an REI near me and they were helpful with selecting boots. They have the mini mountain to walk around on to get a feel for the boots before you buy. Make sure and break them in before your hunt. As for layers, I would start the beautiful Colorado morning as an Eskimo and by the afternoon I was sporting only my underwear. So I highly recommend layers. That said, l would also recommend a good pair or two of boxer brief's. If you get matching underwear and leg gaiters it looks a little more stylish when your down to just that. I went KUIU to stay in style. I did use the leg gaiters every day since there was wet snow on the ground. Camofire & Blackovis was my friend with good clothing, look for online coupons to save a few dollars.
Gear, I only used my rifle one time the entire week but suppose you need that? I used my Binoculars the most so a good bino harness really came in handy. My Badlands bino harness has a few pockets which made my rangefinder, GPS & compass easy to get to. I brought along a backpack to carry additional gear in. On the first day I looked like I was packed to stay the year out there. By the second day most of it stayed back. Don't forget ChapStick or some sort of lip balm. I would recommend buying it before you get there because the two times I've been to Colorado, Walmart was sold out.
The items I mentioned is what I remember using every day. There is a ton of other stuff that you can bring along and may need. If you have room, definitely bring a camera so you can share your experience! Good luck & have some fun