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The Cambrian would've been an amazingly fascinating time to visit. This was the time when there was an explosion of animal diversification. Multi-cellular lifeforms had evolved well before the Cambrian, but it is in the Cambrian where we have the most evidence for such a huge diversity of animal life forms.

There was nothing but deserts on land - no plants or land animals had evolved yet, and there was no polar ice. So if you're visiting the Cambrian, bring sunscreen. It'll be warm. Also, you'll want to visit the edges of the continents (beaches) because this is where all the life was at. Here, it was dominated by warm, shallow seas full of life. Examples of life during this time was: trilobites, Anomalocaris, Pikaia, Hallucigenia, Naraoia, etc. Google some of these names, and take a look at what they look like. Very interesting.

Bring: sunscreen, hat, snorkel, water-shoes (so you don't step on any critters and hurt yourself), camera, water, tent (to camp out beside the water).

The only danger would be (potentially) in the water. Anomalocaris was the top predator: http://www.palaeos.com/Invertebrates/Arthropods/An...

If you were to travel back the Cambrian time period you definitely need more here is what I think:

Sunscreen, Hat, Entertainment, Sleeping bag, Flashlight/head lamp, clothing for hot weather, tent, watershoes, swimsuit, any water related things

Basically what Monica said, but one more thing. The most important.

An air mask, with a tank containing an appropriate breathable mix. As there was no flora in the Cambrian, there was nothing to feed on and absorb the carbon dioxide in the atmosphere and boost it with oxygen. Hence the atmosphere would be viciously toxic to any organic life form from the present.