I wish I had original X-Files stuff, but all I remember I had was an X-Files companion episode and behind the scenes guide or reference book. I wish I still had that book, also a magazine where the whole issue was devoted to the X-Files.
Last year my brother gave me his autographed photo of DD and GA he got back in 1995 because he wrote a fan letter
he thought with my renewed crazed fangirling that it would be better kept in my care
so this is the only real item I have but it's pretty good. They even signed it personally to him with his name!