Here are some resources about what you should and should not do at a protest.
Nondescript, solid color, layered clothing
Goggles and masks
Heat-resistant gloves
Emergency contacts written down
Tie your hair up
Protest signs
Water and snacks
Bandages and first-aid supplies
Ear plugs and washcloth
Cash / Change
Cell phone
(Make sure to turn off Face/Touch ID first)
Contact lenses
Jewelry
Anything you don’t want to be arrested with