First of all
Never leave without a spare (and charged) extra battery! An extra memory card is also a consideration but if you have a reasonably sized one it may not be necessary. The camera with a short lens like the Panasonic 20mm or 12-32mm, the Olympus 14-42mm or 17mm can easily go into a large coat pocket, but it is wise to have some simple cover, even a plastic bag, because pockets are incredible dust collectors.
There choice of bags and rucksacks in enormous, so which one is best for me? Well, when in nature, especially if there is some going up and down involved, there is nothing like a frame rucksack that allows for ventilation of your back. I have a small ultralight and found a “Waterproof Shockproof Partition Padded Camera Bags SLR DSLR TLR Insert Protection Case For DSLR” that fits inside and easily holds my standard gear. There is sufficient space left for other things like food, water, gadgets, coat…On the shoulder strap of the rucksack there is a PeakDesign Capture clip that holds my camera (see below).
In town a simple toploader like the Crumpler escape or Jimmy Bo usually holds the camera with two lenses. If necessary a bigger but very light bag is the Lowepro passport messenger holds my whole setup. Take into consideration that in some places it may not be wise to demonstratively let the robbers know you are carrying an expensive camera. Having it open in view or using a typical camera bag is not always a good idea. The rucksack is OK but it is also an idea to have some simple non-obtrusive shoulderbag.
Clips, straps and plates
Peak Design makes some very good products, I have the Capture and two straps. Carrying your camera in a rucksack has one huge drawback, by the time you get it out the beast has gone. Especially because to get it out implies movement and probably noise. The clip is the perfect solution. It takes some practice to slide the camera in though. Note that the plate (which you can also use for a tripod) will interfere with some bigger lenses, and to solve that you need to get either a leather half camera holster or a Metal Hand Grip Holder Mount. Peak design also makes some very clever and pleasant straps that are connected to the camera with small clips so that you can change or remove the strap very quickly. Highly recommended!
Hoods, Filters, Extension tubes, Conversion lenses
It is generally recommended to use a hood, although many Olympus lenses have such excellent anti flare coating that it is not really necessary. Filters are a matter of personal interest, though generally a polaroid filter for some lenses is always nice. My experiences with extension tubes and multipliers is not very positive, for macro I prefer a real macro lens, for having more reach a bigger lens is usually preferable. A conversion lens is also a dubious investment.
Tripods and other supports
Hand held photography has become the standard and that’s great because tripods are a nuisance. I’ve had tripods since very long, and very very rarely used one. Hand held photography has become so much more reliable with image stabilisation that tripods and the like are really specialised now. Still, tripods or some other way of fixing the camera rock solid can be necessary, for instance for macro or Pen-F HiRes photography. But also for HDR, focus stacking and other multishot photography it is better than alignment in software. A truly solid tripod unfortunately is big and heavy. I don’t have one, instead I have a Sirui carbon tripod that is very light and compact (800g). If you use it at full hight it is not stable enough for HiRes photography, but by not extending the legs it is. The extended legs simply are too thin. The Joby gorillapod also is not entirely adequate for HiRes. However, both the Sirui and the Joby are ok for general purposes. Another option is the Platypod (90g). It certainly is very solid and if you can place it on a suitable spot it can work for both macro and HiRes photography. But it takes time to set up and it is not always possibly to find a spot where you have the perspective you want. And you really should buy the Multi Accessory Kit. Another option is the Takeway Ranger, which you clamp onto a table, branch or pipe. The R1 is 70g, the R2, which has a ball-head is 135g. Whether you use a tripod, the platypod or the takeway, a ball-head is almost imperative. The ball-head of the Sirui is 300g, a Sunwayfoto XB-28 is 200g. The ball-head of the Ranger R2 is superlight. Other manufacturers offer similar products (e.g. Cullmann 110g). But those very light ball-heads have no quick realease clamp, which you can get separately adding 70g. Anyway, the very light ball-heads are less easy to use.
Flashes and lights
The Pen cameras come with a small external flash and actually the one of the Pen-F is a solution in many cases. Flash photography is generally a complicated and specialized affair. Directing a flash straight towards the subject is usually useless, except perhaps as a fill in bright sunshine. But if you can do a simple bounce it can be quite ok. The flash that comes with the Pen-F tilts and swivels which often makes bouncing possible either from a wall or a ceiling. For more demanding situations I use a Godox TT350 for Olympus with the X1T-O trigger. Much more easy to use is a led lamp, which you can buy for so little money that you could even consider having two or more. The tremendous advantage of a led photo lamp is that you can see the effect more directly than with a flash. They are more cumbersome than a flash so when travelling it is not very practical to carry several of them around, but one of them can make a big difference already, especially if there is someone to hold the lamp on a suitable spot. So much more predictable than using a flash!