Ooo is pretty unpredictable. You never know when Hunson Abadeer, Lord of Evil, is going to pop out and try to suck your soul, or when you'll have to rescue Hot Dog Princess from the Ice King. That's why it's just a lot safer to be prepared. Finn has his handy backpack with him all the time, filled with things like Ble comics and a pink sweater, for just that reason. You never know when those kind of specialty items might come in handy.