From what I remember, I was asked to provide a proof of enrollment, one of employment, my income statement of the previous year and my bank account details. Oh, and a phone number. This is all for the Studiefinanciering loan, btw. There's another one which becomes a gift from the gov if you finish your study in under 10 years and which is calculated based on your parents' income. For that one you'll also need the income statements of your parents.
As for my experience with it, I've had it for two years now and it's helped me out a lot. I don't stress about paying it back either, thanks to the lengthy time frame (36 years) and low interest rate (1 euro for every 100 you borrow).