From the ACLU:
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You don’t need a permit to protest in response to breaking news and you don’t need a permit to march in the streets or along sidewalks, as long as you’re not obstructing traffic or access to buildings.
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When you are lawfully present in any public space, you have the right to photograph anything in plain view, including federal buildings and the police.
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If you believe your rights have been violated, when you can, write down everything you remember, get contact information for witnesses, and take photographs of any injuries.
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If you get stopped by the police, ask if you’re free to go. If they say yes, calmly walk away.
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If you get arrested, you have the right to ask why. Otherwise, say you wish to remain silent and ask for a lawyer immediately. Don’t sign, say or agree to anything without a lawyer present.
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If you get stopped by a member of the military or any law enforcement officer at a protest, you have the right to remain silent or to tell them that you’ll only answer questions in the presence of an attorney -no matter your citizenship or immigration status.