What documentation do you require to pick up money from a Western Union agent

Just your passport is ok along with the MCTN number that should be given to you by whoever sends you the money, they will get that number from W/U when they send the money and it's been passed as ok. The sender can also give you a password that you can quote when you pick up the money but it's not a requirement, just an extra level of security for you.

A finicky or suspicious agent might also ask for the senders name and location.