Baseball is a game of unwritten rules. Don't bunt to end a no-hitter. Don't step on the white line. Never talk to a pitcher when he's dealing.
There are also several unwritten rules within the sport that fans must follow. Wait until after a pitch is thrown to go to your seat. Don't start the wave until the seventh inning. You get the idea here.
One of the most important unwritten rules for fans is that if you get a baseball, be it a home run, foul ball, or toss from the field, as an adult, your job is to give the ball to a kid.