This is very important, as it will put your mind at ease knowing that your DJ is always a phone call/text/email away.
As the main focus of the entertainment portion of your evening, the DJ will need to know when things are going to happen so that they can be prepared. Most DJ's(like myself) have already sent out forms to couples to fill out prior to the day of the wedding and have this information already. A prepared DJ looks like a pro and your event will go on without any gliches.
Also the DJ will check with the couple moments before they are scheduled to do something to make sure they are ready and will keep an eye on them in case someone has left for various reasons and will continue until they are both ready. They will also make sure the photographer(s) are ready so that they can capture your special moments.
Another thing for couples to think about is music tastes, whether it's a certain song you want/don't want to hear, a particular artist/group you want to hear a lot of/don't want to hear at all or it's a particular music genre that you like/don't like. This information is important for a DJ to know beforehand so that your day is how you want it.
Circle dances........Yes/No? The wedding standard dance around the bride and then dance around the groom. My experience is not every couple is the same so it is always a good idea to let your DJ know prior to the wedding if you don't want any, that way if "Aunt Martha/Mom/Dad/Cousin Travis tell the DJ to play "I Knew The Bride" or "I'm Too Sexy" the DJ can then inform them that the couples wishes are to not play those songs or encourage any circle dancing. But if you're okay with it, then the DJ can oblige at any time during the evening prior to the couple leaving(if they aren't staying right to the end.)