I'm not a cop, but I have acquired some wits over the years. Much or all of this might already be common sense to you.
I have done some walking myself. Once while walking across Arizona along the interstate at night, a highway patrolman stopped and ask me all sorts of questions including if I had any weapons on me. I showed him that I had my Bowie knife and my belt slung over my shoulder concealed under my jacket. He told me this was illegal. I honestly didn't know. I put it on my waist without any argument whatsoever, where it was in plain view, and he was happy. Always be polite and respectful of officers. They don't know who you are, and they wan't to spend as little time sweating the small stuff as you do. The nicer and more appreciative of their presence you are, the more helpful they will be.
As I was in the desert many miles away from any town, he was concerned whether I had enough water to get me through the next day. He filled my canteen and left, wishing me good luck or happy journeys or something like that.
Another thing, lockback folders are illegal in CA if they can be opened with a flick of the wrist. Weapons violations in CA are usually felonies, including double edged blades. If you have one of those loose lockbacks, you might want to tighten it so it requires two hands to open.
The greatest threat to you, or anyone out on his/her own, IMO, is from other people who might want to take advantage of you. Pranksters, thieves, rapists, kidnappers, and murderers are all out there. Be aware of everything going on around you, especially the people. It is generally thought that wanderers are either naive (just finding themselves...) or dangerous (on the run or looking to...). I try not to let people get either opinion of me, but I think I'd rather be thought of as respectable for no reason in particular other than that I don't appear or come across as naive or disrespectful. If I'm not looking or acting like I want my time wasted, I usually don't get messed with. Prolonged eye contact with strangers can be bad. A smile sometimes goes a long way, but then again, don't look naive or suggestive.
Be wary of who wants to help you, especially when you aren't in obvious trouble, and always be prepared to defend yourself. Make sure escape is always an option. If you accept rides, I'll only say that trusting people can be dangerous. Always keep a watch on people's hands, and listen carefully to the things people tell you. Don't be distracted by their eyes, and don't believe everything you hear. Be polite whenever possible and assertive whenever necessary. Take a reliable pepperspray, and don't feel it's sissy to keep it equipped on your belt within easy quick reach or in your jacket hand pocket. Self-defense laws can be tricky, so play it safe by using non-lethal methods. Remember that if you have to use your spray, to follow up by alerting the authorities. Have a cell phone. You want the bad guy to get arrested, and by the time he gets released to take revenge on you, you have already changed your shirt and are long gone.
Most importantly, I think, is to be careful of where you sleep. This is obviously when you are most vulnerable. If you can't find a campground or motel, light day-napping in a friendly populated place is safer than where you can be followed into isolation or stumbled upon in the night by no-gooders. If you sleep in a sleeping bag, be especially careful where you sleep, as they can be difficult to get out of in a hurry.
Also, keep some kind of itinerary, and check in with someone you trust every now and then, like every few days, but no longer than a week.
I know I sound a bit paranoid, and I hope I haven't detered you from your goals, but I seen some s#!t, so I don't mind rambling a little. I wouldn't be able to think of myself as friendly if I didn't. Happy Journeys!