Preparedness for peaceful protesting and safety from the Human Rights Campaign.
In general, everyone, particularly those attending a No Kings event in a city like Chicago that's being targeted by the regime, ought to take time to review these tips on preparing to ensure a peaceful and safe protest from the Human Rights Campaign:
https://www.hrc.org/resources/tips-for-preparedness-peaceful-protesting-and-safety
And some less formal advice and somewhat random thoughts:
Trouble that may precipitate an escalation will generally become evident long before it is in your vicinity. You don't need to be paranoid, but in any crowd, it is important to maintain a level of situational awareness. There are those who suggest that sitting down is the best response if you see provocateurs attack law enforcement, fellow protestors, or property in your vicinity. Unfortunately, there is no One Size Fits All response. Depending on what appears to be happening and what the crowd is doing, sitting down may not be your safest action.
If others are sitting, that may make sense. Simply moving away is often the best option, if feasible. Whatever you do, if you are carrying a sign, drop it and keep your hands away from your sides and visible, or even raise them.
If you have been unable to move away from an area, and things go so pear-shaped that "law enforcement" (or ice, or whoever) deploys tear gas or starts shooting pepper balls, do your best not to panic. Leave the area rapidly (unless ordered to stop). It is best not to run. Keep your head. Help others around you to calm down as much as possible. If exposed to drifting gas, do NOT touch your eyes or rub your skin. It is horrible, but the effects dissipate. When you are able to stop, pour bottled water (which you should have with you) over your eyes -- Do NOT touch! If you are super-prepared, you'll have SUDECON Decontamination Wipes and should use those. If you don't have them, it doesn't hurt to call out and ask if anyone else has some. (I'll let you look up what they are if you are interested).
While such confrontations are extremely unlikely, mentally rehearsing what you would do in various scenarios can make all the difference if things get dicey.
And, BTW, the organizers are asking folks to wear yellow. A yellow scarf is a great item to wear -- and can be used as protection.
And if you are attending an event in a city on the regime's "hit list" and happen to have swim goggles, it doesn't hurt to bring them along too.