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Sandboarding is a lot of fun but it is also quite a work out. Hiking up a dune is not easy. Be sure you are physically ready for the test and take it easy, resting often, on the hike up until you are accustomed to it. Bring water and hydrate to keep your energy up. It's also a good idea to chew gum which really helps keep your mouth from drying.
Use quality gear and take care of it. Make any repairs it may need long before your next session. You don't want to get out there and realize you can't ride because it's missing a bolt. Choose gear that is right for how and where you ride. Stance is important so be sure you set the correct stance right away.
See what the pros use. They have tried everything and know what works well for sandboarding. Don't be afraid to try every board you can get your hands on.
See the healthy side of the hike back to the top. This is absolutely great excercise for your entire lower body and lungs. It will tone your muscles with an instant pay off after each set... you get to ride the dune.