I just got certified and already have trips planned for the Caribbean, Florida, and Thailand. I noticed that a lot of people here dive equipped with lots of different safety gear. A lot of this is unfamiliar to me as it wasn't really covered in OW course. How necessary is all this stuff if I'm diving with a guide (e.g., lights, whistle, float, sausage, flag, dye, knife, etc.)???
It depends on your personal risk assessment of the dive conducted and how strongly you feel about mitigating any risks you identify.
Diving with a guide should make no difference on that personal decision. Your safety is your responsibility.
Personal safety isn't something a wise person would abdicate to a stranger.
Reel: A guideline if lost and a method to deploy a DSMB (sausage).
DSMB: A visual signalling device at the surface if separated from the boat. A warning to boat traffic you are ascending. A method of assisting the boat to track you if you are drifting during ascent/safety stop.
Knife: A solution to entanglement risks.
Whistle: A long distance audible signalling device if stranded/swept away from the boat/shore.
Light: Primary underwater/surface signalling device at night or in bad visibility (on the dive).
Is the larger stuff (i.e. float) provided by the boats and guide?
Rarely.
Also, is this something covered in advanced OW classes or something you just need to figure out on your own (e.g, using a reel with an SMB)?
Not usually - but you can be pro-active in defining what you want to achieve from
any scuba course.
I can only speak for myself, but I wouldn't refuse to cover these things, if the student requested it.
You can learn the basics by yourself.. you just need the opportunity to practice in safe conditions. It's best to find an experienced diver as a mentor, if you can. Otherwise, you can self-teach - just take it slowly.
Youtube has many skill demonstration videos. There's also many threads here on SB that describe/debate techniques.
I'm getting nervous just thinking about it. I don't plan on doing anything crazy and want to be conservative, but I know for sure that the island I'm heading to next week is going to be rainy with t-storms.
Don't over-think it. Stress is never a good thing when diving. These really are
contingency measures... for risks that are very rare.
Address and mititgate these risks where you can... but recognise that stress can lead to panic...and
that is the most dangerous risk that any scuba diver faces.