Stay in your car; wild animals can be dangerous. There are plenty of picnic spots around the park where one can alight from your vehicle, but these are not all fenced so be on the lookout for animals. At night, jackals may walk around your campsite, they will usually flee when they see you but be careful, some jackals cary rabies.
Although all campsites are fenced, do not sleep outside, especially not on the benches surrounding the waterholes. The fence is not high there and not really an obstacle for a lion.
Etosha is in the malaria zone, so take appropriate precautions.
