Dont assume that nothing bad will happen to you while skiing even if you are an expert skier. There are many things that are completely out of your control, such as avalanches, weather, wild animals, other skiers, and the elements. Accidents happen every day of the season, and they can happen to you too. The first step to taking care of a problem, when one occurs, is to be prepared.
Start by taking some safety courses. Ski safety courses are short and highly recommended, but you should also take avalanche safety courses as well. A general first aid course is also highly recommended. Dont just take the course once and assume that you are prepared. Take refresher courses at least once every year or once every two years at the very least.
Next, be physically prepared. While skiing is great exercise, it isnt the type of exercise you want to do to get into shape its the kind of exercise you do to stay in shape. You need to be in good physical condition before you start skiing, so that you can deal with any emergencies that pop up out on the slopes or trails when help is far away or unreachable.
Obviously, you wont be able to take a lot of items with you when you ski, and still ski effectively. Some carry small backpacks, but others feel hindered by these types of packs. Some fill their pockets with needed items, while others use a fanny pack, which goes around the waist. You definitely need something in which to carry some essentials.
You need a water bottle. A collapsible water bottle is fine. You can fill it with snow, which will melt, and this will give you water to drink. A metal container that can withstand heat is needed in order to melt the snow. You definitely need matches or a lighter or both, which should be kept in a water proof container of some sort. With this, you have the ability to start a fire, if one is needed at any point.
Cell phones are not reliable out on the slopes and trails. Dont depend on these for emergencies, but bring a cell phone if you have one you might get lucky. Again, dont depend on it. Also bring along a two way radio, leaving the other radio with someone at your base camp or lodge, in case you need help.
You may need food. High energy snack bars are small and easy to carry. These can literally be life savers if something goes terribly wrong and you are forced to spend a night out in the wilderness. A small flashlight is also highly recommended. Even if you have the means to build a fire, you will still need a flashlight.
If you can, you might also want to carry a small collapsible shovel as well. If there is an avalanche, you might need to dig yourself or others out of the snow. Also, dress in warm layers. When you dress for a day of skiing, assume that you may be trapped on the mountain overnight. Imagine what will be needed for your survival, and make sure you either wear it or bring it along with you.