I come from South Africa , which is the one place even more messed up than Brazil ( highest level of social inequality in the world , Brazil is second) so I never experienced any of the typical 1st world culture shock in Brazil of nothing working , or the crime and poverty ...in fact as crazy as it sounds these things I actually find notably better in Brazil than in SA.
Also I was lucky because I moved to Brazil having studied Portuguese for 3 years and had visited before twice .
Also my Brazilian wife is really wonderful , she helped me with everything I didn't understand , made sure I was in good company and helps me with learning Portuguese as she's a Language teacher. Also I came to Brazil with a VIPER visa already , so I had it really easy compared to a lot of people. But we also travelled all over the coast of Brazil in Buses , and explored places in Bahia , Morro , Valença , etc never had one problem.
That said the biggest thing is the language barrier , I can at least communicate , but a lot of time people in banks , supermarkets etc , just disregard you as a kind of village idiot the second they realize you are "gringo"...I've found this particularly in the São Paulo state....one older lady in the print shop wouldn't even speak to me , even though I was speaking decent portuguese....which is wierd. The whole mono lingual thing has been a bit wierd as I come from a country with 11 languages and people are generally a lot less uptight about language, but Brazil is good too because everybody from every station in life can communicate and understand each other.
Sometimes there would be a feeling of being like an infant again in public , especially with the family , when they all know exactly what to do and what to say in some typically overtly complicated Brazilian situation , like paying a mall parking or something that just has a totally illogical sequence. However I find these things all much more a big deal in SP state....in the jungles of the islands in the NE it's not such a big deal.
other little things are how the wedding rings work ( no engagement ring) and overtly complicated or "buearocratic" as they say , ways of doing everything....oh and a lot of the quality of various things is pretty poor.
Also the Brazilian style of buying everything on credit does my head in , raised in the typical tight fisted colonial style of saving every penny , however I can see their point of view given the economic history and the enviroment.