One time someone took some jewelry. Keep an eye on that stuff & watch out for people that distract you with their friend so that they can take something.
For Denver, Friday is the big sale day. I hear that nobody sells much on Saturday. There’s a big flea market on Sat & Sun that’s largely stocked by people’s Friday garage sales.
The flea marketers run the neighborhoods on Friday, loading up on resalable stuff at cheap prices, then sell it again on the weekend.
If you’re running the sale with a spouse, make sure the two of you are on the same page. For example: “OK, we’re selling that old recliner, marked $10, but we’ll take $5 for it, right?” This just makes sure that the two of you agree on what price was too low, and what was acceptable.
Definitely have an extension cord handy to plug in electrical items.
How about time?
In my area just about no one comes around after one pm. So why have a sale after that?
I agree, very few people came by after noon for my sale, but those that did bought stuff.
Completely different advice:
You may be able to make more money with less bother by boxing the crap up and hauling it to goodwill. Keep a list of items - have goodwill sign off on it and give you a receipt, and write the mess off on your taxes.
There are sites that tell you what the IRS considers fair value - and its often significantly more than you’d get at a garage sale. You won’t get 1 for 1 on your taxes, but you will get whatever you marginal rate is.
'Course, if you want to do the garage sale, as you pack it up to give to Goodwill, do the same.
Well ftg, by one or two I might have a sign on the stuff to just take whatever you want–free. At least that way I don’t have to pack it up & haul it somewhere–for free too 
My husband wandered into a yard sale (years ago, when he was still doing the “extended cocktail hour”) and was checking out tools and guy stuff. He walked up to the guy and asked him how much for the “whatever” tool he was holding. The guy said it wasn’t for sale. He was just cleaning his garage. (hilarity ensues! Husband stumbles away with no good stuff to take home). Just thought I’d share.
The same goes for nearly any toy or game. We collectors are vultures. We’ll buy it for $.50 from you, sell it on ebay for $100 (or keep it and laugh at the suckers spending $100 for it on ebay) and brag to our friends about it later. Sorry, it’s what we do.