You could be in touch with whoever is organizing the shower and see if there is some sort of theme. I was once at a bridal shower where the theme was directly related to the bride and the idea was to bring something small and fun within that theme. On the other hand, at my own bridal shower I was given a mix of fun things for me (really cool cycling socks) and things from our registry (knives! I love knives). I am pretty clueless with regards to wedding etiquette but I did everything my "new family" seemed to think was right and it was fun and harmless in the end.