Panic Necklace

Getting hit turns into a short burst of speed. Early on that matters more than it sounds, because before you own any proper movement gear a stray hit can carry you out of a bad spot instead of leaving you standing in it. The catch is that only a real hit counts. Poison, On Fire and the rest of the damage over time effects will not start the timer, so a fight where you are burning but untouched gives you nothing.

Because any hit works, you can arrange one. A Slime Statue tucked into an arena, or a single spike tile in the floor, lets you refresh the speed whenever you want it, which is worth setting up before a boss you plan to outrun. Spikes come with Bleeding attached, so bring an Adhesive Bandage or something built from it unless you enjoy fighting without regeneration.

Stacking it with a Sandstorm in a Bottle is the other trick. The double jump covers far more ground while the speed is up, which is a genuinely fast way to cross a world, though you want fall damage handled before you start relying on it.