Knee pads or elbow pads if you are particularly uncoordinated as you WILL fall over, that is the certainty. Take your time getting used to the ice, how your blades work and how it feels to move around the ice. Definitely hold onto the rink rail for a while until you feel confident, and if you have a friend with you, see if they can hold your hand whilst you take your first steps away from the rail. Gloves are handy if you do fall over a lot as your hands won't get cold. A change of clothes (trousers at least) is handy as your bum will get wet from a few bumps to the floor. Think socks as the boots are heavy and clumpy and you don't want to get blisters. Finally, make sure you do your boots up really tight. Loose boots can cause accidents.
Good luck! It's so much fun!