Tyciol, the first thing I learned on a unicycle was how to fall of properly. On a unicycle, it's very unlikely that you'll fall off sideways (due the way a wheel rolls!), you're far more likely to fall off forwards or backwards.
Which makes falling of safely remarkably simple (or so I've found anyway). Simply step forwards when you feel like you're falling forwards, and step off backwards when you feel like your falling backwards.
This method of falling (i.e. stepping off the unicycle) has only ever failed me once - and that's because my loose shoe-laces got tangled up on the pedals and tied my foot to the metal!!
I don't think shin pads/helmets etc are really necessary for unicycling - unless you're mountain unicycling or traveling at 'high speeds' on a 36" Road Unicycle.
But hey, if you're finding it a painful learning experience, then it can't hurt to wear them anyway. But it's not as dangerous as it first seems.
Definitely learn to 'step off', it doesn't take long for your body to sense when you're losing balance. If you can't step off the unicycle, fall backwards onto your bum - its the least painful place to land if your feet aren't an option.
Coln, I have only ridden a giraffe unicycle four times - and the seat felt uncomfortable, but it wasn't 'too far forward' like you're describing, so I'm afraid I can't really offer you any advice.