Do I need fasteners to install this, or does it come with mounting bolts?

Fasteners are not confirmed in the package — you'll need to source receiver hitch bolts rated for your hitch size. Most standard 2" receivers use Grade 8 bolts; check your receiver manual for exact size and torque spec.

Will this step bar rattle once it's installed?

Steel-to-steel fit in a receiver hitch is generally snug, but vibration can loosen fasteners over time. Use thread-locking compound and check your bolts after the first 50–100 miles of towing to catch any movement early.

Does this bar come with a protective coating, or will it rust?

Raw steel will oxidize without protection. Plan to prime and paint before install, or wrap it with durable tape or coating to extend life in wet or salted conditions.