The biggest and MOST IMPORTANT tip....
Never go offroad alone!! Always have another vehicle with you.....
Don't drink & drive....on or offroad.
Here's a website I whipped up years ago - tips & etiquette.
A good map of where you're going
A cell phone (and hope you have coverage)
Tell a family member where you'll be and what time you expect to be back
Make sure your vehicle is in good working order
Full tank of gas
Proper spare tire and lifting device to change the tire
Dress appropriately for the weather and conditions
Where ever you're going or whatever you're doing - just be prepared. I can't stress to you (or anyone) enough of how important it is to have a secondary vehicle with you. If something happens (and ANYTHING can happen) - you'll have that other vehicle to take you to safety or for gear to assist you with whatever situation you run into. Not only that - but if you have a medical emergency....you need that secondary vehicle to drive you out and to the hospital.