Baby showers?

How I'm the hell do baby showers even work? This is my second but we didn't have one with our first at all. We didn't have family around close enough or more than a couple friends where we lived. This time though we live very close to my in-laws and my MIL wants to throw a baby shower. But I have NO CLUE how that's supposed to work. She wasn't to have it when I'll be 34 weeks along. She said make a registry but I've got no clue what to put on there? What all do we buy before the baby shower? Waiting till 34 weeks to buy things seems like a recipe for disaster. My son came at 37weeks for medical reasons, I had to be induced or he might not have survived. So I'm a little nervous this one might need an earlier appearance too. Anyone here been thrown a baby shower? What do you put on your registry? What do you buy yourself earlier on? I automatically assume car seat, we'll be using a pack and play with infant insert for the baby when it's born so no crib, do we put a pack and play on the registry or buy one whenever we please? I don't want anyone shelling out a ton, but knowing my in-laws they'll like to go big on things, that's the way they always are. I just don't know what's appropriate to put on the registry for the baby shower. The thought of waiting that far along to buy things makes me really nervous, Should we just get the pack and play and car seat out of the way beforehand and then leave the other small stuff to buy if we don't get it at the baby shower?

Edit: I'll be exclusively breastfeeding, probably won't bother with a pump this time at all.