Remember your sunscreen! And more!
When you come out to the pier, remember to apply your sunscreen (SPF 50+). If you stay out in the sun during the middle of the day, you might want to consider re-applying it. Sunburn is just one of the hazards of beach life. Another related issue is heat exhaustion/heat stroke. You'll want to regularly rehydrate if you stay out in hot/humid conditions. If you find yourself feeling exceptionally weak like you can't go on, tell somebody. If you make it in to the concession area, get yourself a cold drink and ask to sit in the tackle shop until you cool off.
If there's a thunderstorm near, come off the pier. Through the years, there have been some close calls with lighting strikes. Remember that water conducts electricity and holding a rod in your hand on the end of the pier during a lightning storm is just not a good idea.
Also, if you're a visitor to the area, pay attention to the warning flags. Two red flags means "Don't go in the water". One red flag means to use extreme caution and it should be noted that many drownings come under a one red flag alert.
To be sure - have fun, but be aware of water and weather-related hazards. It's a great place to visit, to eat fresh seafood, enjoy the beach, to fish, and make vacation friends.