Get vaccinated. It is no fun traveling when you are sick.
Bring your money in mostly cash and only some traveler's cheques. Some banks will charge you a transaction fee for cashing in traveler's cheques and the cheques are also not accepted everywhere. Keep your money in several piles and break the larger bills at more reputable places (such as train stations, retain chains).
This might be a sensitive topic but avoid large groups of women and children. They will be dressed differently than other passerby. Usually one or two children will approach you first and then more and more, including the women, and they will mumble on and on. If they willingly go away, you better check all of your belongings because most likely you will have been pick-pocketed already. Best thing to do is just avoid them, even if the kids are really cute.
One thing that my best friend and I liked to do while traveling in France was to go to the tourism office in town to get free maps and event calendars. We always asked them which were places that were a must, which were optional but interesting and most importantly, what was their favourite restaurant. (Actually, that last question we would ask anybody that we spoke to) Ten times out of ten, this resulted in gastronomy heaven. Some might be hesitant to answer so you might want to try asking them which is the restaurant they eat out at most.
Once you are seated at a restaurant, check out what everybody else is eating. You can also ask your server for recommendations but do not just ask them what is good. (French waiters do not appreciate this) Ask them what is their specialty, the most popular or what is fresh today.
Do not snap your fingers or wave at your waiter (especially in France). This is très très rude. Just raise your hand and try to catch his or her eye.
Put some large environmentally-friendly or plastic bags in your suitcases. Good for backup in case your suitcase is damaged.
Hope that covers the basics of traveling in Europe. Let me know if you have any other questions. I will try and do some specific posts about some of the major cities later.