Many people wear lycra, or other thin trousers and tops that don't have pockets, therefore, anything they want to carry needs to be attached to them so they don't drop them.
Many people have compasses that you can attach to your thumb with elastic; there is the dibber which straps to your finger also with elastic.
It can be compulsory to carry a whistle.
Some use a clear plastic control description holder for the wrist so you can keep it visible and dry easily. This means that the only thing you have to keep a hold of is your map.
None of these gadgets are essential to buy except possibly a compass. If you are taking part in a reasonable number of events it may be worthwhile buying an SI dibber.
These, along with all other orienteering gadgets and gubbins, are available from the Ultrasport and Compass Point vans that frequent large events.