What do I have to worry about as far as swimming in the ocean with my cage?
I would be careful with the ocean and surf. Not sure if it would happen while naked, but my suit got a ton of sand in it and was kind of rough on the skin with sand on the bars. After I rinsed off and cleaned up there was not a problem for the rest of the weekend. However, we did not realize the sand got into the barrel lock and the key would not work. After hours of trying to blow out, lube, and even vacuum, it had to be drilled out.
Short duration usage in salt water should not be any problem if you rinse it and oil it