What are the Navy Formalities on requesting to come aboard a DDG?

Piping aboard a senior officer is part of the tradition. You proceed up the gangway and stop before boarding. Face aft and salute the National Ensign. Face forward towards the officer/petty officer of the deck, salute, state rank and name, and request permission to come aboard. If in civvies, don't do the salute piece. There will be a be a ding-ding of the ship's bell and "LtCol Army Arriving". Correct procedure is to do the opposite when departing. If there isn't a slew of heavys coming and going, the announcement typically goes over the 1MC (Ships PA) and may be preceded with the low/high pipe pip. Usually on the smaller ships like this one, their Skipper is also an O-5. Good idea to be ready to offer to pay respects if the Skipper is aboard. Your host should know if the Skipper would like a minute. Your title doesn't indicate you are a CO. For those that are, when piped aboard it's "(Name of Command) arriving". Only time for me when it immediately flipped is a change of command when I was piped aboard with the Command name and piped ashore with the rank. It confirmed I was no longer in command. Good ship's crews enjoy the traditions and those who respect them. Enjoy.

You go up to the top of the gang way (unless the Watch is at the bottom of the gangway), stop and salute the ensign, then face the watch, salute, and request permission to come aboard.

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I am sure you “jg” will take care of you. An O2 on a frigate has a lot of responsibilities. There are not very many officers on a frigate. But those are fast ships and they do go in harms way.