I wear pads in public sessions having had non serious injuries to my coccyx. I wear Xion boxer shorts and knee pads with D3O inserts. Expensive but incredible and no one knows I wear them. I wear Gform elbow pads, excellent and light.
Gform pads are cheaper, more compact, fully washable but not as protective as D3O pads such as Xion. They are good enough for knees and elbows. Be aware sizes are small, I returned small to get medium, sizing information is wrong.
I also have Demon D3O padded shorts, very protective, not as well made as Xion and they get sweaty. I much prefer the Xion boxer shorts, which are worn over underpants and beneath tracksuit bottoms.
I used to wear skateboarding elbow pads, with a hard plastic shell. Very protective, cheap but too bulky IMO.
I also wore a skateboarding helmet for six months, but stopped hitting my head when I replaced badly fitting skates. Thanks Guildford rink shop for selling me ill fitting skates. A helmet is worth it if you are wobbly or lack confidence. I left a nice smear of blood when I hit my head at Guildford.