Also talk to them beforehand about what you will do in specific situations, like if the police attack or threaten arrest or if it just feels like to much for you. Decide where to meet if you're split up. You could have three meeting places for the start, middle and end of the route of the protest.
And within your group, you could have pairs or triplets of people who agree to stay together no matter what. Within these, the member least willing to engage further in an action or protest should determine when to leave with no shame or questions asked.
And talk to people afterwards too to debrief. This whole concept is called an affinity group.
In addition to the advice about a group, like if you don't have a group try to join one and talk to them and so on: In the meantime think about your limits and needs for yourself. It's okay to feel overwhelmed and you don't have to be able to deal with the stress in a certain way. You can still contribute meaningfully, if you know your triggers and are mindful of them. Decide beforehand, what to do if a situation is too much, like getting out or getting some distance or trying calming exercises.
Edit: You might even decide not to go to a protest, if police presence is too high and that's okay too. You can still connect to people and help organize or render support.