a good pair of hiking boots are advised, as well as sufficient water, usually about one or two liters, and some snacks, as it can be dangerous to run out of energy during a hike.

due to rio's tropical climate it is also a good idea to take some insect repellant, and some sunscreen, even a sun-protecting hat, depending on the hike.   

also particularly advisable is to have a local cell phone, so that in case of need help can be called easily by dialing local numbers - pre-charged pay-by-minute phones can be usually rented or received for free via guides or via the accommodations' providers.