On ice, when you fall, you slide and it's not so bad as a lot of momentum is transferred to the sliding movement. On inline skates, you don't have that benefit. Definitely wear wrist guards, knee guards and a helmet like heavenlyblue has already suggested. Also, if you can find someone who teaches inline skating, take some lessons in stopping. If you are 100% comfortable and confident in being able to come to a halt safely or slowing down safely, you will skate with more confidence. Also, taking lessons might help improve your technique. Some aspects of efficient movement on inline skates (or on ice) are typically not instinctive.