I'm not sure about Colorado laws, so always check for yourself.
A few tips:
Invest in a digital voice recorder. Carry it with you. Record conversations with law enforcement. If you are legal to carry in a particular location....YOU ARE LEGAL TO CARRY IN A PARTICULAR LOCATION. There is nothing the police can arrest you for unless you, yourself, give them one. CHECK ON COLORADO LAW REGARDING THE RECORDING OF TWO PARTY CONVERSATIONS.
In Missouri, only one party needs consent to record. If I am in a conversation, I give myself permission. This is all that is needed. Check on Colorado law.
This recording will give concrete evidence of your point of view should an officer decide to play by his own rules and decide that his dislike is good enough for an arrest. It also provides support of 4th Amendment violations (removal of firearm=illegal siezure/ frisking and looking in pockets=illegal search without probable cause or RAS/reasonale articulable suspicion) This recording comes in handy later should you ever decide you have grounds for a formal complaint or a lawsuit.
All this wonderful goodness for the low price of a digital voice recorder.
If you have checked with local authorities and you are legal, (I highly suggest making a copy of local and state ordinances to have concrete proof that there are no laws prohibiting it in case some officer mistakenly informs you there is.) Always remember that you are within the law. Although you may become nervous if confronted by the authorities, remember to always act confidently in your lawfulness. Stammering, apologies, and willfull compliance with any ulawful orders by LEO's will often convince them they are in the right when they are not. Their very thoughts will tend towards "If he's not doing anything wrong, why is he acting all nervous?"
Remember: If they can't tell you exactly what law you are violating, there is no compelling reason to talk to themuntil they do havesomething to arrest you for.
If they can tell you exactly what law you are breaking, they will not ask. They will arrest you. Then ANYTHING YOU SAY CAN BE HELD AGAINST YOU. You have an even more compelling reason not to talk to them.
All in all, I doubt you will have a bad encounter. Most often OC outings are uneventful.
Also remember: While you are OC'ing, you are also a representative of all gun owners. When the public sees you they will form opinions of OC'ers based on how you interact with them. Please always remain polite, friendly, and at least decently groomed to whatever standard you hold yourself to.