In most of Europe this is probably not required, but some people bring a fake wallet with them that they keep in their pocket, their real wallet hidden away somewhere a bit more secure. The idea is that if you ever get mugged, you can give them the fake wallet and hope that they let you go. Just make sure there's a bit of money and some other stuff in there, like a couple old useless cards or something, something without your name or anything else they could use in any nefarious way, so that it appears to be a legit wallet at first glance. You can also do the same thing with your phone, have an older phone on you that you can use to connect to wifi, something you wouldn't care if it got stolen, your real phone hidden away somewhere a bit more secure. I've only ever personally done the fake wallet thing a couple times. Never had to make use of it, but.. you never know.
I also stick to a couple rules regarding my daypack or backpack when I travel. First of all, I never keep anything valuable in any pocket that can be unzipped from the outside. I also follow a "never lose sight of your backpack" rule, unless I am wearing it or unless I've looped one of the shoulder straps all the way around a chair's back rest that I am sitting on. So basically, if somebody wanted to steal your backpack if you're ever sitting down, they'd have to either knock you out first so that they can pull it off the chair, or they'd have to use scissors to cut the strap. It's not a 100% foolproof system, but thieves usually look for easy targets. Don't make yourself an easy target and they will almost always move on to somebody who is. Never leave your backpack somewhere and walk away or turn away from it. Ever. A thief just needs a second or two to ruin your day.
And this is a bit more conceptual, but I always spend the first couple days in a new country or even city to just sort of casually observe the way people behave. Every part of the world has a certain way that the locals cross the street, the way they walk on the sidewalk, the way they line up when ordering something, ideas about personal space, other norms, etc. My first day somewhere is usually one where I'm recovering from jetlag and taking it easy, so I'll sit at a cafe here, at a patio there, at a park bench, etc. and just observe people and the way the locals do things, the general vibe of the place, etc. Don't stare, of course, just be casual about it. The goal is to try to move more like the locals do, and behave more like them, even just a bit. Thieves and other scammers usually pick out easy targets. If you give off "this person has been here for a while" vibes, you will be less of a target. If you appear to be someone who just got there and is a fish out of water, that makes you more of a target. It's often impossible to not look like a tourist at all, especially if your ethnicity doesn't match that of the locals.. but what you can control is your body language. After a couple days somewhere I always want to move around the city with a bit more confidence, even if I'm not fully confident. I want to appear to be someone who is very familiar and comfortable with their surroundings, and not someone who just got there. You can of course also try to dress less touristy, but that is often not practical. You want to have those pants with stow zipper pockets, for instance, or at least I always do, and touristy looking backpacks or daypacks come in very handy too. Locals almost never wear those. So you can't control that, but you can give scammers watching you the impression that you are familiar with your surroundings. Don't make yourself an easy target, make it appear as though you've been there for a while and maybe even live there. Someone like that will be harder to scam compared to a fish out of water, so scammers are more likely to move on to easier targets (of which there are usually plenty)
Of course trying to be confident in a situation where you are not confident at all can backfire too... so be smart about it. Don't just run out into traffic even if that's what the locals do. It's all about balance and having awareness of your surroundings, any sort of social or other context that might exist, etc.
I believe the current plan is that I'll be in France starting the second week of July and will stay there for 3-4 weeks, and then spend a week in Sweden.
The observing thing is a good one though. I always hear that Canadians are considered overly polite when abroad. Then again, I've been in Vancouver the past decade, so maybe that won't be a problem. 
