I had to get dealer to get the puck, detailing cloth and the rain sock for the air cleaner as they weren't with the bike. Didn't think too much of it since they did a dealer trade to get mine.
As for what you should get, the list from the owner's manual is:
Premium CVO Items
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The following items are included with your new motorcycle. Some may be found loose while others were installed during dealer setup.
Security fobs (2)
Power lock fobs/keys (2)
ABS DVD
Owner's kit/manual
CB radio information *
Owners manual cover *
Boom! Box owner's kit
Tour-Pak liner, carry out
Saddlebag liner kit, carry out
Tool kit
Mid-frame air deflector kit **
Highway peg kit */**
Helmet headset(s)
License plate mounting kit, mounting hardware kit
Rain sock, air cleaner *
Motorcycle cover
Jiffy stand puck
Detailing cloth
Garage door opener *
Radio antenna **
CB antenna **
Rider backrest **
CVO key, decorative *
* Item not provided in all markets.
** Installed by dealer before purchase.