Cognitive sciences is an extremely broad term, and really more of an interdisciplinary term for fields related by a focus on explaining behavior in terms of mental processes, with varying ways of operationalizing what that means exactly. (See MaríaAnt's excellent answer to a previous question, "What is the difference between behavioral science and cognitive science?")
Mastering some types of math is extremely helpful for postgraduate work. You will need to be very comfortable with doing algebra at least to a high school precalculus level, for starters. Understanding and expressing a hypothesis in the form of a statistical model is almost entirely algebraic, and unless you're comfortable manipulating differences and interactions between variables, you'll be limited to relatively simple questions. You'll also have a considerable head start if you have at least a passing familiarity with inferential logic, standard probability theory, matrix algebra and basic calculus.
There is no theoretical content which should be learned universally before going into cognitive science, really. If you want to work in a particular field of cognitive science, then it is of course necessary to familiarize yourself with that particular field's literature. If you want to work with perception, you should be intimately familiar with the perception literature and relevant models, but need not necessarily know much about the clinical literature; if you want to work with AI, computer science is essential, where it's not at all critical in educational psychology. Different (sub)fields tend to be their own little fiefdoms.