1. Leatherman. I carry a Wave. Got a Gerber and a couple others, but the original (this replaced my 1st gen) is best.
2. Pen & notepad. Always having your own pen that is kept full, and some paper to write someone a physical note, is an amazing superpower.
3. Face masks. COVID is still a thing, don't be dumb. Also carry hand sanitizer or alcohol wipes.
4. Flashlight. I have a small tube 9-LED that's usually in there, but also a 1-LED watch battery thing for the keychain, and I've got a few more around here. Yes your phone has a flash that can be kept on, but it burns battery, and is often awkward. Having light whenever is magic.
5. Switchblade, survival knife, folding knife, etc. Defensive uses, but also heavier utility knife than the Leatherman.
6. Pepper spray, derringer, etc. if you live in a dangerous area.
7. Survival kit. This is more of a backpack item. Get a tiny survival, first aid, etc. kit, there's a million uses for having some cord, bandages, shiny foil blanket, etc.
8. Cigarette lighter or box of matches. Even if you don't smoke, being able to make fire is another magic skill. I keep this with the survival kit.
9. Headphones, I have slightly-better-than-earbuds tucked in my coat. Noisy annoying people just stop being a problem.

And then my phone, keys, wallet, shades. Yes, I buy clothes with a lot of pockets.