Never go out alone, and leave a trip plan with someone, even for a day trip.
Check out forums specific to your vehicle. Learn it's strengths and weaknesses.
Carry spares and tools to replace some of the simpler stuff.
Solid, frame mounted recovery points. Don't rely on the factory tie downs, they are only good for transport from the factory.
Take a TREAD Lightly! class. Be a steward of the outdoors and help keep our trails open!
Protect the underside. Differential, steering and fuel tank guards. Move up to sliders and bumpers (unless you need recovery points).
Tire pressure gauge to check aired down pressure and compressor to re-inflate after the trail.
Proper training, which excludes almost all videos found on YouTube. Exceptions are Overland Bound, Ronny Dahl, and 4xOverland. I'm working on some, but damn it's not easy!
Tire plug repair kit. Easy to use and a lifesaver on the trail.