Allow time to acclimatize to full desert conditions. Conserve your energy at first rather than acting as if you were still in a temperate climatic regime.
Stay out of direct sunlight whenever possible, especially once the sun is high. Whenever you can, do what the locals do, move from shade to shade.
Wear clothes to protect your skin from the sun, particularly your head and neck. Use a high Sun Protection Factor (SPF) cream, preferably as high as SPF15 (94%) to minimize the effects of Ultraviolet-B. Footwear is a matter of choice though many of those from the temperature parts of the world will find strong, light but well ventilated boots ideal for keeping sand, sun, venomous livestock, and thorns off the feet. Slip on boots are best of all since they are convenient if visiting Thar encampments/housing/religious sites, where shoes are not worn.
Drink good quality water regularly and fully. It is estimated that 10-15 litters per day are needed by a healthy person to avoid water deficiency in desert conditions, even if there is no actual feeling of thirst. The majority of ailments arising in the desert relate to water deficiency and so it is worth the small effort of regular drinking of water. Too much alcoholic drink has the opposite effect in most cases and is not, unfortunately, a substitute for water!
Be prepared for cold nights by having some warm clothes to hand.
Stay in your quarters or vehicle if there is a sand storm.
Refrain from eating dubious foods. Deserts and stomach upsets have a habit of going hand in hand --'gyppy-tummy' and "Tripoli-trots" give a taste of the problem! Choose hot cooked meals in preference to cold meats and tired salads. Peel all fruit and uncooked fresh vegetables. Do not eat 'native' milk-based items or drink untreated water unless you are absolutely sure of its good quality.
Sleep off the ground if you can.