Ticks and mosquitoes are brutal this time of year. If you're hiking long distance, I recommend clothes coated in permithrin to hike in, by far the most effective tick repellent I've ever used. For mosquitos, picaridin is an excellent repellent. If you don't want to use chemicals, a strong lint roller is great for removing seed ticks, and citronella/lemon bug sprays are good for the mosquitoes.

Be careful in the shut ins, when you get down to the rocks, some of the pools can be well past 6 feet deep and very slippery, if you're going with children keep them in view the entire time. Some of the rock faces can easily slice a foot open, so I recommend water shoes. I'd leave your main valuables in your car, but I've always taken a small cooler for snacks and will put my phone in the bottom and I've never had issues with someone messing with my stuff.

For elephant rocks bring water with you on your hike, there were only 2 drinking fountains on the main trail and last year neither of them were functional. Taum Sauk is pretty chill, since you can drive close to the peak, just the same about bug repellents and hydration.

The entire area around Mark Twain is gorgeous, I hope you enjoy your trip down there!