If you stay in a 4 or 5star hotel, do not
overtly display/flash jewelry and keep away from dark places -- you'll do fine.
Any guide book will list the places one should see - SugarLoaf Mountain,Christobal... and finally through a packaged tour group-a soccer match @ the famous soccer stadium (The largest in the world I guess)
Enjoy.
I posted my hotel review of Rio @ http:://www.flyersplaces.com