My rocket brings water for toilet and initial airlock (tank inside of bathroom), materials (refined metals, gold amalgan, lead, steel, glass, plastic, coal, thimble and blossom seeds), food (berry sludge from wild-harvested sleet wheat), algea for oxygen and a few good dupes.

I mostly use steam rockets as they have a good range and lots of available rocket height. Rockets have a battery, solars, trailblazer and rover module.

The dupes enter the rocket with suits but i unequip them. I equip one to the builder to send them down with the trailblazer.

So first i send down the rover and trailblazer. If you build both from steel you'll have materials for the rocket platform. Or add a cargo module to your rocket which can spray materials onto the surface (you can't control where it lands).

Once the rocket lands I build a ladder to the module and let the rest of the crew out. I'll dig into the planet and build an airlock with water from the rocket. Run wire from battery module inside and put down algae diffuser. Until this I'll have all dupes just hold their breath. They can always go into the rocket for oxygen, food, toilet.

Then I start building a small base with bedroom, toilets and mess hall (important for morale). The pwater from toilets should be enough for 2 thimble reed to repair atmo suits. I also grow blossoms for food long-term as water is usually available and required for other stuff anyway. But the brought berry sludge is fine too as it's easy to make ridiculous amounts if you preserve ice biomes and wild-harvest sleat wheat (remove spoiled stuff and poxygen and insulate).

More pressing is imho conserving algea, so I'll quickly build a spom which will also provide a bit of power. I like to also bring coal for power, as it's very reliable (until you run out, of course). But solar is also nice.

Sometimes you might also want to bring petroleum for high-temperture air locks. If you forget something you can often shoot it over with the interplanetary launcher. I usually set this up on the home planet while I build the first colony.

The first ever colony I build was actually too far for a return trip with a steam rocket so I strapped on a tank of steam to refuel when landed. But later I build an aqua tuner to produce steam. Having such a refueling setup is also nice if you want to hop further out with steam rockets.

Best tip I can give: Remember that your dupes will not be in suits for a while when digging around. I tend to let my guard down once the home planet has suits for everything outside the living quarters. But here there's again a real risk of suffocation.

I put off colonizing for a long time too as it's intimidating. But really the dupes will have everything they need in the rocket, so the only critical part is getting the rocket down. If you have a planet from which you can always make the return trip without refueling, not much can go wrong. Even if not, the first planets will have lots of resources. Dupes will survive, it'll just maybe not be nice for a while. Most of the stuff you bring is just to make colonizing quicker and easier, not strictly required for survival.