This topic is very interesting and I think a lot about when I first came to live in Brazil about 3 years ago and how difficult it was to adapt. My experience is mostly of the northeast of Brazil, but I have spent a lot of time in Minas Gerais and Rio. I would also like to add that I am originally from England and I love Brazil!
1. Rudeness - Something that might be rude in your culture/country may not be rude in Brazil. And vice versa... Learn to do as the Brazilians do and try not to take offence when you think someone is being rude. For example, I have yet to see anyone eat the last coxinha or pastel... just sits there going cold. That being said, everything is rude in England. Breathing too loud, eating with the wrong cutlery or none at all, elbows on table... jesus christ, my Queen would have a fit here!
2. Roads - "Britain has some of the safest roads in the world, but this isn't Britain, this is the BR101 to Joao Pessoa" (slightly modified Alan Partridge quote). Here it is just unbelievable what you will see sometimes. Bicycles riding down the wrong side of the road, motorbikes riding on the pavements at 40kmph to avoid traffic etc etc... but worst of all is the lack of attention some people pay to the roads, how many people are on Whatsapp sending funny cat pictures to their Wednesday night volleyball group while weaving through traffic is pretty crazy. My advice - Look in every direction before you cross a road (even if there is a little green man telling you to walk!) and MAKE SURE the driver acknowledges you before you cross in front of a vehicle... If you cannot see because most cars seem to have blacked out windows, just wait for them to pass.
My experience - Hit by a bicycle as I was crossing a road, I fell over and he just shouted at me while slowly riding away that the signal was green.... ignoring the fact that he was on the wrong side of the road. I have also been hit by a car twice going in and out of a driveway and a petrol station... cars seem to have right of way here, not pedestrians. The first person just stopped, laughed and asked if I was ok... and the other guy just kept looking in the other direction and drove away while I was on the floor with my mangos and lemons rolling down the pavement into a dirty puddle. Great fun! But nothing too serious, fortunately.
Do not drink a sip of wine or even use mouth wash before you drive, the roads are alcohol-free and there are regular 'lei seca' or dry law inspections on the roads. You will be fined heftily if you fail a breathalyser test! The consequences can be very severe... yet basically everyone I know drives after a few drinks because they think Waze will tell them if there are police around. Not the case I can tell you!
Don't talk about the quality of the roads - sometimes it is perfect and cannot complain, other times I wonder if I am on some sort of vigorous, suspension quality assurance track. Advice - Slow down, the speed limit isn't always the safe limit and watch out for holes with branches sticking out of them. My stepfather drove from Rio to Belo Horizonte - He told me that he will never do it again. I am so upset I missed out on that journey - Just thinking how fast he was going in the middle of the night while driving through speed traps and over speed bumps... hilarious.
3. Brazilian people are very welcoming, accepting and would give anything to make you comfortable. Advice - Don't abuse this! I feel like I have overstayed my welcome a few times before I realised that maybe I am taking too much. For example, expecting someone to give me a lift each week because they keep insisting they will... when in reality, they wouldn't do it for anyone else and it is a complete waste of their time. Learn to use the public transport.
4. Crime! Ok, crime is terrible here. Enough said about it. It is difficult to not be prejudice here like you wouldn't in other countries. Some of my friends here have told me to keep away from 'Ugly people' to be safe... and by ugly they mean a certain skin colour or a way of life. I personally cannot work like that as that criteria doesn't make you a criminal! I just don't know what advice I could give here other than if you stay locked up in your house in fear that someone will take your iPhone... then get rid of the iPhone. Crime is a part of life here but saying that I have never had any trouble and I have walked the streets of Recife almost every day since I have been here. Yes, I am lucky. If you aren't subject to a crime, you may witness it. Do as you normally would and report it.
5. Be respectful - People you meet may live very different lives to the way you are accustomed to. There may be many things different here, maybe the weather, maybe accommodation, maybe the food... but always handle the differences with respect. I used to act shocked at some things and it would be seen like this - oh my god, the gringo doesn't like eating chewy salty beef with sweet potatoes for breakfast! Then the questions come... so what do you eat for breakfast? Fish and chips?!?! Nope. Let's celebrate the fact there are a million ways to do the same thing... eat breakfast.
6. Negativity - This one is important. I was very negative when I arrived... questioning everything - Why are there 419 people working in this clothes shop, yet only one person on the till? Why is (insert something that is relatively cheap in your country here) so expensive? I'm not sure if my Brazilian friends understand that I am using rhetorical questions as a way of complaining about waiting in lines or about paying for water (what next, air?), but it will eventually come off as if you are not enjoying your stay here and maybe you will get some negative reactions in return like... I don't fu--ing know, why don't you set up a non-governmental organisation with the specific intention to reduce queuing times in clothes shops and make water free at the point of use. Advice - find something you love here and work at it... join a band, go to samba classes, meet new people... they will distract you from the little things that may annoy you and open your eyes to the things that will amaze you about Brazil.