Bring a Book
One of the most fulfilling parts of discovering nature right in your backyard is finding out exactly what you're discovering. It can make your tiny little world feel utterly connected to the planet -- like your yard is a microcosm of the global ecosystem. Which of course it is.
Grab a reference book -- it can be both useful and fun when you use it to identify all the great stuff you discover out there, like bugs, flowers, birds, leaves, trees and colorful rocks. Beautiful nature books are easy enough to find -- at the library, the book store, or Amazon.com, for a start. You could easily find a big 'ole botany or bird-watching book on the cheap at a used bookstore.
You can also download and print a guide from one of the many educational nature sites on the Web, but make sure it prints clearly and in color, or else it won't be of much use.
The downside of bringing along a paper guide is that you may not want to add to your load. In that case, bring along a little something that will let you look everything up once you're back inside. This one can hang around your neck.