Avoid walking alone at night and keep your bag to a size you can manage easily, if you look like you are struggling you can make yourself a target to opportunists. Look confident as you travel from place to place, looking like you know where your going can help to keep you safe and ward off undesirable attention.
Keep your luggage close at hand at all times and in sight if possible. Do not have your name or address visible on any tags and never leave your luggage unattended. If travelling in a big city study the public transport system, its the quickest way to get around but can be confusing.