Don’t ignore the bag policy. The O2 has clear rules on bag sizes (think A4 paper or smaller). I once saw a woman turned away with a giant tote that could fit a small dog. She had to run back to a locker. You don’t want to be that person. Check the website before you go, and keep it simple.
And for the love of good music, charge your phone. You’ll need it for maps, tickets, and that fuzzy video of the encore. I forgot once, and ended up drawing directions on a napkin. Not my finest hour.