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2. Be comfortable on the place - you don't need to get panic while playing, being panic because if thinking that authorities may enter the casino and will arrest you. That is impossible because some casino buildings are legal and have legal paper. So do not panic because it will affect you while playing.
3. Know what games you should play - that is really important, you should play only on those game on which you know that you can win the game, actually, you should choose the game that requires skills and techniques to win.
2 is completely irrelevant. An illegal casino where the police can arrest you will not be a casino in the first place. It will be a shithole hidden in a basement. I can't imagine someone building a nice casino just to have it closed down in a month because he failed to do the paperwork. All casinos these days are legal. If they are illegal they simply get shut down instantly.
3 is also strange. Only skill games? So no roulette? This is one of the most popular games in real casinos because it's very easy to play and win.