Buy cheap shoes that can be thrown away if you have fancyish footwear. Its something people might not think the opposition is paying attention to as a means of ID'ing protestors after the protest but probably do.

To add to Frank's first aid kit mention (self adhesive stuff won't stick or stay stuck to sweaty skin) a small tube of antibiotic ointment is cheap, easy to pack, and no big deal if it gets lost. Sweat and constant rubbing is going to make any scrapes inflamed and more likely to get minor infections.

Don't ask for people's names/phone number/other contact information anywhere near where police or fash will be at. If you fall in with a group that is moving from action to action or leaving the protest and will be away from the opposition and their recording equipment, that's probably an okay time to exchange contact info if you want. Might make a burner email account and just give that out for this purpose. After some back and forth, you can give up more personal information like your actual cell, regular email, etc if you feel more comfortable. You shouldn't feel odd about using a fake name either, both during the protest or if you start communicating with people you've met there afterwards.

Have an idea of how long you can be there and keep an eye out for other people in the protest that need to leave around the same time as you. If you have a long way to travel, its probably better to keep to your schedule and leave before you get too exhausted. Being overly tired makes you more of a target, more likely to get hurt and need to be helped by comrades, and more likely to make less than great decisions that increase the chances of the first two things happening.

Maybe a cheap digital wrist watch to help keep time and set an alarm for when you need to check in or leave.

If you fall in with a group, make it a habit to know where a few of them are. If the group is small, it'll be easy to keep up with everybody. If its large, just pick a few battle buddies to hang around. When you notice that somebody is missing, ask around and keep an eye out for them. If somebody is starting to lag behind the group, let the group know to slow down. Don't leave anybody behind that doesn't want to be left behind. If somebody wants to be left behind, its a good idea to figure out if its a good time to leave them by themselves.