Make sure you are physically ready.
DO NOT sit on the couch or in school or an office cubicle all week and then go out on a ten-mile hike on Saturday. Prepare yourself by taking a leisurely walk around the neighborhhod in the evenings. Gradually increase the distance each day or evening until you feel comfortable with your progress. Do not attempt to do it all at once. Gradual physical training is always the best way to prepare for the big stuff. DO NOT sit inside all week, away from sunlight, and then go out into the sun for ten hours on Saturday looking for the "The Cache Ne'er Before Seen by Man". Gradually prepare your skin by spending your break or lunch sitting outside or walking around the building or block. Fifteen minutes once or twice a day in shorts and a T-shirt should give you a gradual tan and help prevent you from burning. Sunburn can be a far more severe injury if not prevented and/or treated! Use sun block while hiking and use a strong sun block and protective clothing (a long sleeve shirt and hat) if you are fair-skinned.
Bring the right tools for the job.
Always dress appropriately for the environment. Be aware of weather reports and be prepared for inclement weather for which the region is noted (hail storms, tornadoes) whether it is mentioned in the weather report or not. When geocaching, you should always have a GPSr with you. If you got there in a vehicle, mark where you parked and label it on your GPSr. This will help you find your way back in the event you get lost. Don't ever stray out very far in the wilderness without bringing food or water and/or knowing where fresh food and water can be found. Bottled water and canteens are a must when hiking. Stay hydrated! Trail mix (nuts, dried fruit, M&M's, etc.) is awesome when you start to fatigue. Keep energized! A cellular phone is a good idea but do not always rely on it working when you need it. Cell phones only work in the areas where antennaes are set up for them and, although a lot of wilderness areas are set up with coverage in these modern times, there are many that aren't and even the ones that are have weak spots and blind alleys where signals don't reach. Wear good, comfortable, supportive hiking shoes. It is not uncommon for a hiker to spend as much as or more for their shoes as they do the rest of their clothing when they hike. Good shoes have to take you their and back. Don't skimp on the hiking shoes. More than just your comfort is at risk. It can affect your spine, your muscles, your feet and other aspects of your general health.
Get a Good Night's Sleep. Stay Hydrated.
Don't party or stay up late the night before. Alchohol consumption will dehydrate you and cause muscle fatigue and cramps quicker than you can imagine. Ironically, caffienated drinks such as coffee, iced tea, and soda can can dehydrate you as well. Water is the best thing to drink before and while on the trail. Don't bring iced tea unless you bring water as well. Gatorade-type drinks work well too, however, they certainly aren't necessary. Water is always the bet thing to drink.
Stretch and Enjoy the Trip
Stretch out your muscles before you get started, especially if you have been driving a while to get there. Take slow and steady until you find your natural stride. A hiking stick is invaluable in a lot of ways. Always keep an eye out for wildlife. Not only is it beautiful, but it can be dangerous. Be wary of poisionous plants and animals. Always keep an eye out for gopher holes and loose rocks, soil, and pebbles. Trip and slide hazzards are always magnified when the closest hospital trip is by helicopter and the closest phone is a gas staion 10 mile down the trail.
You should try to have a map, print out, or at least a sketch of the surrounding area and its geologocal attributes. This will help you find your general position in the event you are lost. (One shouldn't always rely on your GPS. It can be lost. Batteries can die.)
Someone other than the people on your hike should always know where you are hiking and your estimated schedule of return. This is helpful in case you do not return for whatever reason and they need to contact the authorities.
Hiking can be the best experience if the hiker is prepared and knows what they are doing.