Photogs captured a bunch of pre-wedding deliveries on Wednesday -- including a woman carrying what appears to be a wedding dress bag.

To be honest, there could be anything in there ... how the hell do we know ... but the self-proclaimed wedding and dress experts in our office are adamant that's a wedding dress bag. So, there you have it.

Besides that ... decorations, gifts and other important things were delivered on Wednesday.

We're told the guest list for the Thursday night wedding is insane -- we're talking a crazy amount of A-Listers.

9:25 AM PT -- Serena's BFF, Caroline Wozniacki, is already in town. The tennis star attended the rehearsal dinner at Meril restaurant in New Orleans with her NBA star fiance, David Lee, on Wednesday night.