When you are traveling outside of the US there are several things that you should do before you leave the states. First, read the Consular Information sheets for every country you plan to visit. Included in this information is a country fact sheet, currency info, embassy contact, and health conditions.
Familiarize yourself with local laws and customs of the countries you are visiting. You will be subject to their laws. Deal with only authorized agents when exchanging money or purchasing antiques or art. Photographing certain sites may be illegal, so it is in your best interest to know these restrictions before you get there.
The State Department issues Travel Warnings and Public Announcements which advise on terrorist threats and other short-term conditions. Be sure you go to government websites and do your own research before your travel. Also, watch out for current situations that can occur during your travels.
Do not leave your luggage unattended in public areas and never accept packages from strangers. Do not go anywhere alone with strangers. Keep your eyes open and watch what is going on around you. You can still enjoy the new scenery and sights even with a watchful eye.
Enjoy, but be safe first and foremost!