I received my interview notice: what does "All documentation establishing one's eligibility for Lawful Permanent Resident status" mean?

This is everything that the applicant submitted in their package, including all supporting document. When applying for a marriage green card, an applicant’s permanent residence typically is based on marriage, so the applicant would bring their original marriage certificate, a copy of their I-94, the original passports for both the U.S. citizen and the applicant, and their original visa. 

Note: The U.S. government wants to see originals of everything that has been submitted, when originals exist. Applicants also need to take the financial sponsor's updated financials (for instance, tax returns and paystubs).