When you arrive on the ship, have your bathing suit and pair of shorts/T-shirt/deck shoes in your carry-on. Especially if you are coming from the cold climates. You may be sorry if you can't get right into that pool when you first arrive and your waiting for your luggage. You can change into shorts right away. You'll see a bunch of people on the deck who have already been checked in hanging out already at the buffet and pool area.
Its also a good idea to have "dinner" clothes in your carry-on as well, there is always that possibility that you may not see your luggage until after dinner. So far, we've been lucky and it arrives before dinner, but I take something to wear, just in case I don't see my luggage.