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Please bring a blanket.
Literal
Blanket [object-を] bring-[please-てください].
Standard polite request frame ~てください ('please do X'). 持ってくる ('bring') is itself a compound: 持つ ('hold') + 来る ('come'), i.e. 'come with (something in hand).' Its counterpart 持っていく ('take') substitutes 行く. A basic pair every learner should recognise.