-A good fitting neoprene life jacket is probably the most important accessory. Try it own in a sitting position to be sure it doesn't ride up under your neck. Don't skimp on this, cause a cheap uncomfortable jacket will really reduce the fun factor.
-Neoprene riding shorts/pants and good riding shoes are high on my list to make the ski more enjoyable. No pleasant way to say this, but if you are a guy, your gonads get into some pretty uncomfortable positions when riding a ski, plus if you wear loose fitting swimming trunks, the wind is always blowing them up your leg. The riding shorts solve both problems for me, and good riding shoes will protect your feet from sharp rocks, etc. when you hop off for a while. You may also want to consider riding gloves.
-Riding goggles or sun glasses with a strap to hold them on are a must. Get ones that float or add a floating type of strap (yellow or orange so its easy to see when they come off).
-Unless you want scratches all over the bottom of your new ski, get an anchor and dock it off shore in a few feet of water when you stop at islands, etc. For rivers and lakes where there is some current, I like a simple screw type anchor:
You can make your own for a few $$$ just get the screw part at a pet store for a couple of bucks and add the rope. In a big lake like Michigan you will probably also want to invest in a real Danforth type of anchor and plenty of line.
-Bumpers for docking, but I have not found a brand yet that I am really happy with. I'm using these right now:
They are hard to get off when you are on the ski (the lower suction cup is a problem). This type may be better:
-I carry a collapsible paddle for emergencies, but have never used it. Doubt you will ever need it with the VX, but carry a cellphone (if there is service on the lake) or VHF radio on a lake that big. I also have SeaTow coverage, but I also own a boat. May be something to consider, but you can usually find someone to tow you in if you have a problem.
-Dock lines for tying up. A tow rope for you and possibly others. On my lake, I end up towing a disabled jet ski, or boat back to a dock once for every 5-6 times I go out (not a bad way to make some gas $$, because most of the grateful owners will insist you take some money for your time).
-GPS might be a good idea on Lake Michigan, as well as the VHS radio.
-Most states require a whistle (I keep one attached to the life vest), air horn, etc. to make noise with.
-If you are an old guy like me the re-boarding step is not just recommended, but a necessity. If you are a young guy, you don't need it.
-Get yourself a waterproof map of the lake, that will show potential problem spots, and help you navigate.
-Small fabric type cooler that will fit in the front storage compartment.......it gets thirsty out there. A soft cooler won't rattle around like a hard one.
There is probably other stuff, but this is all I can think of for now.
Enjoy the new ski. You made a wise purchase!