The sandstone cliffs seem to beg for rock climbing but this is strictly against park rules and several people have died from falls.
Sugar Creek also seems designed for swimming, but this too is against park rules due to sudden drops in depth in areas and strong undercurrents.
No firearms are allowed in the park, no hunting either.
Keep your pets on a leash.
Take out what you take in.
Drink water only from pumps or bring your own in.
Keep your bikes on paved trails only!
Don't feed the animals!
Use common sense.