I definitely agree with Bigsexy there. Brazil is a great country with many different customs and behaviors between its regions. Sometimes it is even hard for Brazilians to understand each other!
Whenever we travel to a new place (anyplace), we tend to be a bit more cautious and aware of the surroundings. We are not so sure of the "dos" and "don'ts" of each place. After a while, you will most likely adapt to the environment. You will recognize the streets, the accents or specific terms of the city...
Another great "tip" for gringos in Brazil would be to make new friends - walking around the city in groups might be less frightening. Needless to say, more enjoyable as well.