You will need your I-20 form, financial certification form and bank documents, a receipt of your SEVIS I-901 fee payment, your acceptance letter to a program of study, and any documentation that shows you have ties to your home country and that you plan to return at the conclusion of your studies (examples: that you have family in your home country, proof of home ownership, proof of employment when you return, proof that you own a vehicle in your home country, etc.).  For more information about applying for a visa, visit the Bureau of Consular Affairs website.