But, I do know that if I had put my wrist guards on I might not have such nasty road rash on my palms.
On the flip side, after my first fall that was just a bit of road rash on my palms I started wearing wrist guards. My 2nd (and milder) fall with wrist guards dislocated and fractured my shoulder. Look into it and you'll find that while wrist guards definitely do protect your wrist, they also transfer all that force up into your arm and increase the chances of breaking an elbow or shoulder.
I'd recommend a nice pair of thick leather gloves. Also not taking the onewheel over 15mph definitely helps, that's about the fastest I go these days and 0 issues since then.