Soccer game

While I don't have that much insight into Italian Football, I would assume you need to but tickets in advance, since it's a local match between two rival clubs. Also note that the match schedule might be subject to change in the days before the match.

wear a helmet

Tickets will be in high demand for that match, it's like the Mets playing the Yankees.
It's unlikely you will be able to get any via the official Lazio site. You can try your luck with a resale site like Viagogo but there will be big mark-up:

http://tinyurl.com/zmdbyou

Unless you understand Italian perfectly and you know in which group of tifosi you are ending with, avoid dressing in white and blue (Lazio) or yellow and red (Roma).

Although nowadays stadiums rarely sell out totally, however certain sectors do, and you might be left with the.less desirable (or the most expensive) seats if you wait till the last minute.
Note that although the match is currently scheduled for Sunday 30 April, the actual event might take place any day on that weekend from Friday evening to Monday evening as soccer matches are spread out during 2 to 4 days to accommodate TV needs and potential European cup matches some teams may be involved in midweek.

Thank you guys for the information! I opted on going to see Lazio v Palermo on the 23rd. Hoping the game doesn't change to midweek. I saw that Lazio sells their tickets a week before the scheduled date on their site so I may try to buy them at that time.