You'll have to feed yourself, which means hunting for the pot. Plus, there are no reinforcements where you're going. The Indians might prove testy on finding out their land has been sold to a new bunch of white folks -- and there are a lot more of them then there are of you.
You're going to need some guns.
It's 1803, remember, so your options are kind of limited. 1792 Contract Army Rifles, Kentucky Rifles, and U.S. Model 1795 muskets are all well and good, but they're single-shot weapons. What'd be really nice to have would be a repeating rifle. Something of a decent caliber, with a fast action and a high capacity -- say, twenty shots or so -- that hits hard enough to kill a man or a deer. Something to make anybody think twice about tangling with even a small group of men.
Of course, nothing like that existed in 1803.