In this country an old couplet directs that the bride shall wear: "Something old, something new, Something borrowed, something blue." - 1898 compilation of English folklore It's a saying/tradition we're all familiar with.
Some of us might not know that tradition comes from an Old English rhyme ("Something Olde, Something New, Something Borrowed, Something Blue, and a sixpence in her shoe.") These five objects each represent a different concept that the bride is supposed to carry on into her marriage.
You certainly don't have to abide by this tradition, especially if you are not superstitious. If you are going to participate, don't let it overwhelm or stress you too much. These are usually little things that your family members bestow upon you so that you don't have to think about it too much. Although, you can certainly gift them to yourself if you are so inclined.
Here's a brief rundown of our favorite ideas for Something Old, New, Borrowed and Blue: