The visitor's center is nice and has a fantastic arrangement of metal bats "flying across the room" as they come out of a replica of the park's trailway tunnel. They also have plenty of souvenirs, t-shirts, and a nice collection of guide books for purchase.
Do not pick up any bat, or other wildlife, you may come across, alive or dead.
Do not disturb the bats in the tunnel, make any loud noises, or walk through the tunnel during the bats' emergence.
Do not wander off the trail. The land to either side of the trail and running over the tunnel is private.
Do not start any fires or discard cigarettes. This is typically a very dry area and fires start easily. This includes not starting fires in the tunnel.
Potable water is not available along the trail, so be sure to bring plenty.
There is all kinds of wildlife to be seen from birds to mammals to reptiles, so keep your eyes open!
The park's website has maps and lots of other information for planning a trip:
http://tpwd.texas.gov/state-parks/caprock-canyons