Im a noob, and I would wear a vest if I had one. Actually its going to be the next thing I buy.
Ive come from a wakeboarding background so vests are an normal thing, and I would have no dramas wearing one even when I go pro

Helmet when kiting - nope. I would wear a helmet if I was hitting rails. But Im not that good. But like I said, when I turn pro hahaha...Ive cracked a helmet on a nasty fall up at Bli Bli so I know their value.
Leash when kiting - definalty nope.
Go joe - nope. Ive learnt to body drag up wind, and its one of the most common things I do, apart from stacking!