Everything! But, seriously, you should check:
Your name’s correct, including any maiden names or other names you’re known by
Your address details are correct, and that if you’re on the electoral roll, your credit report also shows this
That your payment record’s correct (though there can be delays in reporting, so your current balance is unlikely to be your actual current balance; it’ll be what it was the last time that lender reported to TransUnion)
That any financial links on your credit report are current; you can remove old links if an account’s paid off and closed
That any public information (CCJs, decrees, IVAs and bankruptcies) are correctly recorded
If you do find anything that you think is wrong on your report, you can use the ‘Raise a dispute’ button when you view your TransUnion Credit Report in Credit Club, and TransUnion will be able to help you dispute the information.