You will need to sign the lease, which the letting agent will give to you. Read it through very carefully before you sign it. Your girlfriend's sister will need to sign the guarantor section.
They should also give you an inventory, which lists everything in the flat (if your flat is furnished). Check the inventory carefully and if there is anything missing, inform the letting agency so you don't find the money for that item being deducted from your deposit when you leave. Because your names are on the lease, you will need proof of identity (passport, drivers license). When the person from the letting agency shows you round the flat, they will likely explain exactly what you need. It is quite likely that they will have no idea what the gas and electricity bills are, however they should be able to tell you the Council Tax Band (although you won't need to pay Council Tax for as long as you are both studying).
On the subject of utilities, I would take a meter reading on the first day you move in, so you can make sure the energy company knows exactly how much you have used - you certainly don't want to end up paying for electricity for the previous tenant.
If there is anything you want clarified or any other info, I'm happy to help. Remember that the letting agency earn money if they fill the flat quickly, so they should be very keen to help (at least until you have moved in!).
I hope you find a lovely flat