This isn't a great answer, but heres my rule of thumb.
When I go less than 12mph or very very local, I just ride normally (not recommended but these are my rules)
However, if its definitely more than that, new roads, unfamiliar, or possible cars, I ALWAYS WEAR a helmet, at LEAST one side with knee pads, elbow and one or both wrist pads.
Also this sounds really dumb but as non-athletic as I am, I did do martial arts lesson as a kid (ages go) and I'm trying to teach myself to roll INTO a fall rather than just fall and catch myself with my hands (rolling sucks but pretty much erases any chance of any major injuries if you're wearing anything thicker than a tshirt.
I have wiped out twice when I was a noob first time was not knowing proper dismount, then falling after a (wobble), and recently when I got a used onewheel that has a flat tire (more wobble)