Oh, for sure!! You definitely need a range bag. Unless you're one of those lucky ones that can just shoot straight from the trunk or bed of your car/truck.
You need something to carry:
Safety Glasses
Hearing pro
ammo
parts
tools
magazines (the reading kind AND the bullet holding kind, never know what kind of wait you may have for whatever reason. You could end up on the can somewhere, you just never know.)
snacks
drinks
gloves
maybe an extra pair of socks (not being sarcastic, you really just NEVER KNOW)
and cleaning gear, including rags and lube, unless you plan ahead to go straight home and clean after shooting. Amazingly, cleaning gear is one of the most essential items that I wouldn't say is a "must have" for an informal range session. Although, if you plan on dumping a lot of ammo, or are going into a competition, you really, REALLY, want some cleaning gear in your bag.
I'm sure there's a lot of variation, but this is what I keep in mine.