Bring water for twice the planned trip duration. An adult should drink eight 8-oz glasses of water per day. Hydration is even more important in Colorado due to the combination of higher elevations and temperatures and low humidity. Even on the shortest hikes you should carry some water.
Bring food for twice the planned trip duration. If you are taking a half-day hike you should at least carry a nutrition bar and maybe some dried fruit and nuts in case you wander off the trail and are out longer than planned. Outdoor activity expends energy and you will be glad to have the small snacks when you begin to feel fatigued.
Bring clothing and protection appropriate for the expected environment. Always bring sun protection (sunglasses, sunscreen, headgear and clothing), layers of clothing, appropriate footwear and some form of insect repellent.
Bring a primary, practiced means of navigation as a back-up system. For most day hikes use a smart phone application that shows your trail, but always have a back-up means of navigation. If you are not comfortable using apps or maps consider hiring a guide to show you how to use them.
Bring extra items to use for contingencies or the unexpected. Things like a basic first aid kit, emergency signaling methods, and illumination. For more extensive outings carry materials to start a fire, a multi-tool with a knife, and perhaps even an emergency shelter. Hike for Life guides always carry these basic supplies.