What are the important essential softwares a mechanical engineering student should have some grip on?

Here's a list of software generally used by Mechanical Engineers.

General: MATLAB, LaTEX, R (programming language)
Irrespective of your field, this stuff is useful and is generally expected from Mechanical Engineers. As a matter of fact, the last two are recommended to any engineer/professional as they come in handy while making presentations and statistical models.

Design: CATIA, SolidWorks, Pro-E
Every Mechanical Engineer is expected to have a good grip on designing. They use it heavily in most of the fields like Automobile Engineering, Aerospace Engineering, Tool Design, etc. Also with the advancement of Rapid Prototyping and 3-d Printing, they are becoming more visible to the outer world as one can see how exactly your product looks like in just a few hours.

Finite Element Analysis: Ansys, Fluent
People who are into Structural Analysis, Aerodynamics or Fluid Dynamics should have an idea about these. It is particularly useful for students participating in competitions like SAE-Baja as it helps in deciding the shape of the members, the stresses on them, impact of collision, etc. 

Programming: C++, Python
At least one programming language is necessary for any engineer. It doesn't have to do anything with his/her profession but its just good to sharpen your grey cells once in a while. They are used in areas like Robotics, Artificial Intelligence and Control Theory.

Instrumentation: LabView
A Graphical Programming Language, it is very easy to get a hang of it and is pretty interesting too due to its GUI. It is particularly useful in simulation and testing the control and processing part of a system.