Before participating in a contact drill, each skater has to have a mouthguard. It's not a bad idea to start wearing a mouthguard before doing contact, to get used to it! In a bout, a mouthguard can not be removed anytime the skater is in the field of play and will result in a penalty if removed.
The mouthguard must be moldable. Premolded mouthguards, like used in football, are not approved for roller derby.
Selection
Many skaters choose the SISU Aero mouthguard. Sisu mouthguards cost about $20. They mold easily and are relatively thin, so it's not like a big chunk of rubber.
As a less expensive option, Walmart sells the Shock Doctor EZ Sport clear mouthguard in youth or adult sizes. They cost $4 each.
Also remember to buy a mouthguard case.
Molding a Mouthguard
This may take a couple tries, but isn't difficult. The goal is to heat the mouthguard in hot (not boiling) water, and then mold it to your mouth. Molding a mouthguard is easy - See this video.
There are special instructions for skaters with braces.
Hygiene
Mouthguards should be rinsed/washed every use or two!