I'm not at sea level, but still only live at about 1000 feet elevation which is not really any advantage, when it comes to taking hiking trips to the mountains.
But, having made several trips out there, I can make a few recommendations. The first is simply doing as much hiking as you can in places with elevation changes before you go to get in shape.
That said, even being in great shape doesn't guarantee you won't be affected by the higher elevations. When it comes to the elevation in the Rockies, make sure you give yourself a couple days when you get out there to acclimate before doing any major hikes. And, if you can stay at a lower elevation for a night or two, and then go up to higher elevation for a day hike to adjust that is a good way to adjust to the elevation.
While hiking allow yourself more time than you normally would for a given distance, stay well hydrated and nourished, and take more frequent breaks. You will likely notice a shortness of breath, which is normal, but if you start experiencing dizziness, headaches, or nausea you need to descend to s lower elevation as soon as possible to recover; altitude sickness is nothing to mess with.
Todd the Hiker