Certainly the Roman Missal (also called the Sacramentary) is not to be carried in the entance procession.
From the 2002 General Introduction to the Roman Missal (GIRM) approved for the USA, which can be accessed from
romanrite.com/girm.html :
“118. The following are also to be prepared:
a. Next to the priest’s chair: the Missal and, as needed, a hymnal;
b. At the ambo: the Lectionary;”
The other option is the altar, but only for Mass without a congregation, with only an altar server:
“256. The priest approaches the altar and, after making a profound bow along with the minister, venerates the altar with a kiss and goes to the chair. If he wishes, the priest may remain at the altar; in this case, the Missal is likewise prepared there. Then the minister or the priest says the Entrance Antiphon.”
Also the lectionary is not to be carried in the entrance procession, but only the Book of the Gospels.
A. MASS WITHOUT A DEACON **
The Introductory Rites *
120. Once the people have gathered, the priest and ministers, clad in the sacred vestments, go in procession to the altar in this order:
a. The thurifer carrying a thurible with burning incense, if incense is used;
b. The ministers who carry lighted candles, and between them an acolyte or other minister with the cross;
c. The acolytes and the other ministers;
d. A lector, who may carry the Book of the Gospels (though not the Lectionary)*, which should be slightly elevated;
e. The priest who is to celebrate the Mass."
For Mass with a deacon, it is the deacon who carries the Book of the Gospels.
What about hymn books, leaflets on the day’s Mass or small Mass books? Obviously if an altar server if carrying the cross he is not going to be able to carry such a book. But I would not see a problem in someone wanting to carry a hymn book to help them sing the entrance hymn. Similarly with other small books or leaflets. Ideally they should be left in place, but often there would not be time to organise this for everyone.
