Make sure you have supplies with you, so if you become immobilised (say twisted ankle), you can summon help and look after yourself.
Warm and waterproof clothing, sitting still in the wet you will get cold quick.
A whistle, much easier to hear than a shout.
A survival shelter, much like a waterproof parachute, that you pull over you to keep weather out and create a warm micro climate around you.
A small first aid kit.
A torch if it gets dark
Extra food, usually sugary/energy giving, like a snickers.