Also, tell them if it is hurting you.
Good advice for anything, really.
Also, if you're unclear about anything it's generally good to ask early on.
Some things may confuse you or leave you with unanswered questions, but that may be part of the experiment.
Problem is, of course, that there is no "ethics review board" for experiements like these, unlike official experiments. This basically means you should be a lot more careful doing unofficial experiments.
For any experiment, the person conducting the experiment will almost always (and should) appreaciate your full honesty, with the exception of information redacted/changed for privacy. In other words, the people running the experiment will (and should) want you to just give your unbiased (as much as easily possible) perceptions and thoughts instead of changing or trying to shade your answers based on the percieved bias of the person running the experiment. (E.g. if you don't feel anything when they're telling you they're trying something, don't try to look extra hard for a stiumulus (unless it is a very subtle experiment) and just tell them you don't feel anything.)
Another thing is that if you don't follow the given instruction completely without revealing that you did not follow given instructions, this could really cause problems. You don't have to follow instructions if you don't want to, but you should make it clear that you did not, and what exactly you did and didn't do.