Be prepared for no water unless there has been recent rains, and even then there likely won't be any. 

It can get windy, so be ready for that, and you'll need to bring your own firewood as well.  It's beautiful but there aren't any amenities beyond (maybe) a fire pit. 

I'd argue there are better spots on Cedar Mesa itself, but the Valley of the Gods is a beautiful alternative to the more famous Monument Valley. 

Both Natural Bridges and Hovenweap are worth the short (an hour at most) drives from camp, and both have developed campgrounds for those looking for toilets or other aspects of civilization.