They have pencils and paper there if you need them. You can bring your own notepad and pencil, but no pens or markers are allowed.
If you bring any items that are not allowed in, like your purse, they will give you a key to a locker so you can store your items while you do research.
Records you print out and keep will cost you .25 a page. Unlike other places that I've been, you don't need to deposit the money in order for the copy to print. It's on the honor system, but copies that don't print out correctly can just be thrown away and don't cost you anything.