In addition to what everyone else has already mentioned, you will also get a "Welcome to the United States, A Guide For New Immigrants," brochure and a letter from the Social Security Administration about Social Security Numbers For U.S. Permanent Residents. On top of the mysterious brown envelope will be two sheets stapled to it. The top one will be a half-sheet that has an image of the DOS seal and the following statements in large capital letters, "Important Notice."
Below the rubric of "IMPORTANT NOTICE," it it goes on to say, "This envelope is part of your visa and must not be opened for any reason by anyone other than an official of the United States Government. Please present your passport and this sealed envelope to the U.S. Department of Homeland Security at a United States Port of Entry. Below this blurb in large text is, "THIS ENVELOPE MUST BE HAND-CARRIED." Below that on the same page in the same text box and type is the following, "DO NOT PACK IT." Below that is the further admonishion, "DO NOT OPEN IT." I wonder what they're trying to say.

On the page below that top half-sheet is the "Immigrant Data Summary." On it is the information about the beneficiary and the sponsor, the A-number, the visa expiration date and a picture of you. There is also a space for an admission stamp and a barcode. this second sheet is full-size and is taped to the envelope. That's it.