My daughter is back from a whirlwind tour of the UK and she was enchanted for her first European adventure, but a couple of her travel mates weren't as thrilled. One piece of advice we gave her was that things would be different than at home and to embrace it. Based on the complaints of some others in the travel party, they had expectations that it would be like any road trip, only longer. The complaints ranged from the exchange rate to narrow roads, to less attention by waiters in restaurants that they get at home. My daughter almost hid under a table when one person told the waiter that service was so bad there would be no tip. This was at a pub where it's normal to order your drink from the bar.
I'm glad she embraced that one piece of advice that things are different. I'm curious as to what kind of advice you suggest to people leaving the country for the first time.