Headphones allow to check to make sure you're getting audio with video, as well as to make adjustments to the audio input to make sure it's not too loud or too soft. The headphones simply plug into the headphone jack on the camera.
Lens Protector - UV Filter It's wise to make a small investment in a lens protector that keep permanently on the lens of camera to avoid scratches and chips that would require a costly replacement of the lens itself.
An easy way to do this is to buy a UV or ultraviolet filter that costs less than $20. This filter is clear and screws into the front of your lens to protect it from scratches. It won't affect the video as it's only filtering ultraviolet light that can't be seen by the human eye.