If you were heading into the woods, or into the mountains for a hike or to the beach to collect shells, you'd make sure you were wearing the right clothing: long pants and comfortable shoes for the woods, hiking boots and a just-in-case sweater for a hike at altitude, and a bathing suit or shorts and a healthy supply of sunscreen for the beach.
Your backyard has a dress code, too. It starts with sunscreen.
Beyond that, the specifics depend on the makeup of your yard and the day's weather. Check out your yard and identify any dangers or possibilities. Xeriscaping with lots of rocky areas? Long pants to avoid skinned knees. Tall grass that houses mosquitoes? Long pants and a healthy coat of bug repellant.
A hot, sunny day calls for short sleeves to avoid overheating and maybe a hat or visor. A cool day calls for short sleeves and long sleeves, so as activity warms everyone up there's no need to head back inside for a shirt change. That might spoil the mood of exploration.
Sure, the house is right there, but a successful backyard nature walk is all about changing the context, seeing the yard in a new light. And doing that can call for some special tools. (Don't worry, it's all stuff you've probably got lying around.)