This is a great article outlining the Hidden Dangers at the Dog Park from Health.com. It includes tips on what to bring with you when visiting the dog park as well as important vaccinations to prevent your dog from getting communicable diseases.
Above all else, keep an eye on your dog. Owners are a dog's best advocate. You know your dog better than anyone. Watch out for other dogs' behaviors around your dog. Make sure to be in-tune with how your dog is acting too. Dog parks can be fun but they can also be intimidating. They are not for all dogs.
And, if your dog is not socialized, the dog park is not the place to do it. . Do not take them to the dog park! Only socialized dogs should be brought to a dog park.