It doesn't matter that you don't have any hiking gear. Actually, you might be surprised at how much you already have. A bookbag/backpack? A pair of sneakers? A flashlight? A raincoat from Goodwill? You don't need fancy gear, especially for day hiking.
Here's what I say you'll need. You decide if there's anything extra that you'd like to bring. Remember, though, that you have to carry all this stuff!
1. Appropriate clothing. Dress in layers, so you can adjust as you warm up or get cold. Don't overdo it! You will work up a sweat quickly. Do bring hat and gloves if the weather calls for it.
2. Sneakers or boots, your preference. You don't really need extra socks, unless you're planning on doing some river fords. Even if your feet do get wet, the worst that'll happen is you'll be a little uncomfortable for the rest of your hike.
3. Rain coat. This is a must, even if the skies are clear. This is the one thing that could save your life -- it'll keep you from becoming hypothermic in the event it does rain, or the wind is blowing hard on top of that mountain.
4. Water. Bring enough for the hike, or a way to scoop up water and either filter it or treat it along the way. But again, don't overdo it. Water is heavy! And contrary to popular belief, you CAN safely hike several miles without any water at all, provided you start out fairly well hydrated. Start with two liters, and evaluate after your first hike whether you needed more or had leftovers. Drink plenty of water before you go, and leave water in your car so you can rehydrate at the end of the hike.
5. Map. This is another thing that could save your life...or keep you from spending a miserable night lost in the woods. If you're directionally challenged, bring a compass, too.
6. Headlamp or flashlight, just in case the hike takes longer than expected. Check your batteries first!
7. Snacks/lunch. Bring a sandwich, a piece of fruit, and some granola or candy bars. That's all you need -- you don't need to bring full meals. A human being can go a night without food, if the worst happens and you get lost overnight. A lot of people actually lose their appetite while hiking, anyway.
8. Cell phone, just in case. However, please refrain from using it unless absolutely necessary! In other words, if you're simply lost, don't call 911. But if you're attacked by a bear, by all means, call for help -- if you can get a signal.
9. Hiking poles can be handy, but not necessary. They do help ease the strain on your joints, esp. the knees, and most experienced hikers I know use them, myself included. I recommend using only one pole, and getting the cheapest one you can. Try Wal-Mart or Target. Or, hey, find a stick in the woods!
10. Tissue paper. For blowing your nose, or in case you have to go to the bathroom while you're out there. Please learn and practice Leave No Trace, and pack that used tissue paper out.
11. First aid kit? Nah. Unless you need special medication. Maybe bring some blister pads, if you're prone to blisters.
12. A sense of adventure. Have fun out there!