How do I protect my new roof while working on siding?
Yes. You would want to protect the shingles if there is to be a lot of foot traffic on the roof. A good way to provide that protection is to get a couple sheets of 1/2" plywood which you lay over the shingles. You can also cut the plywood to size in the case that whole sheets do not cover the work area. The plywood does need to be secured in place so that it does not slide off the roof slope. 

One way to secure the plywood is to install some roofing scaffold brackets at the lower edge of the roof. 



These brackets are secured using two or three roofing nails through the angled slots. Ideally on a warm day a shingle tab can be carefully lifted up and the nails installed under the tab. Later when the bracket is removed it slides off the nails and then they are hammered down flat and covered over with a dab of roofing sealer and the shingle tab folded down flat.

The plywood can sit down against the bracket directly or a flat 2x6 is laid across the brackets and then the plywood sheets are placed just above the flat 2x6. One advantage of the 2x6 is that it is thicker than the plywood and provides an additional edge for security when getting onto or off the roof from/to the ladder. 

Even better than a ladder would be to stack some regular scaffolding brackets from the ground up to the roof level edge and use that as the means to gain access to the roof.