1. Find a nearby supermarket, pharmacy, dry cleaner, café, restaurant, newsstand and note the hours of operation. You will thank yourself when you need a quick caffeine fix in the morning / your dress trousers are splashed with tomato sauce / you're craving your daily read. The hours of operation are especially important, since in London I had to rush to buy all my groceries before 18.00 as the shops all close early on Sundays (imagine - in a global city like London!) and in Madrid, some stores closed in the afternoon for a siesta. In Chicago, everything was open all the time - one of America's best qualities ;)
2. Figure out the public transport system - or at least get a general overview of how it works and where your nearest metro/tube/railway/bus/subway/tram station is. Normally, I tend to locate myself in relation to the nearest transport station and when asking for directions, people will refer you to these points, so it's useful to know them - or at least a few main ones.
3. BYOP: Bring your own pillow. It's a huge pain and sometimes not necessary, but it's much better than being stuck with a hard, flat pillow and enduring sleepless nights. You can just stick it in your carry-on luggage if you're traveling by plane and it's an added comfort for over-night flights.
4. Read up on the culture & customs. There's a great series of booklets that I'm obsessed with called The Xenophobe's Guide that generally does the trick - of course, it's meant to be humorous so it's very generalised but gives a good insight into expected behaviour and customs.
5. You will need tennis shoes. I didn't bring trainers to Madrid and - oups! - found out that I would in fact be hiking the (3715 m) Teide Volcano in leather ballerina flats. I did it (and here's proof in the photo below), but I would advise bringing a pair just in case. Besides, running around a new area is a great way to discover it.
6. Figure out your daily rituals and bring what you need for them. For example, I like to use facial wipes at the end of the day to clean off any city grime - so I bring a pack of facial wipes (or two). Of course, I'm not telling you to bring absolutely everything but if there is something that you won't feel good in your skin without, then don't risk it - because when you arrive in a new region, you want to feel fresh, everything is foreign and you might not have time to go shopping / be able to find the things you want.
7. Pack nail clippers.
8. Bring a pair of thick ski socks - for the long flight, cold nights (trust me, even in the Chicago summer heat I needed them) and days when you're ill in bed.
