Three concepts to think about when protecting yourself from radiation:  Time, distance and shielding.

The less time you spend in a radioactive environment the better.  The further away you are from a radioactive event the better.  If you can’t do those things then you need to be shielded, and the type of shielding depends on the type of radiation.

Alpha particles can be stopped by a sheet of paper.

Beta particles can be stopped by thick aluminum, and in the case of more potent Beta particles thick plastic, wood, Plexiglas or water.

X-ray and gamma radiation can be blocked with lead, depleted uranium or barium sulfate.

Neutrons can not be blocked, this type of radiation was detected at the Fukushima nuclear plant.  This is why the Neutron bomb is so bad.

It is not practical for most people to pack lead lined clothing, or line their house with lead, or to dig a deep underground shelter, etc.  Also, some forms of radiation contamination will remain for decades.  Practically speaking, for most people it is impossible to protect yourself from radiation contamination.