Used for items specific to an activity; you wouldn't call random items 'paraphernalia'. I packed up my skydiving paraphernalia, including the parachute and goggles.
Pro Tip 2/3
Often Plural
Usually refers to more than one item, rarely used in singular form. Make sure all the barbecue paraphernalia are ready for the cookout.
Pro Tip 3/3
Not Necessarily Essential
Items are related to the activity but not always essential for its execution. The festival's paraphernalia included banners and wristbands, in addition to musical instruments.