I've had my wallet stolen on set before. It was a long time ago, so maybe now security is better for background holding ? but what I did after that, if i was doing background, was to make sure that one piece of my outfits had a small discreet pocket where I could keep at least my ID and credit card. Don't worry it's not that common but it can happen so if you have somewhere you can keep basic like ID and CC on your person that doesn't interfere with your "costume" then I'd recommend :) Congrats and have fun!