The Blue Mountains are a georgeous range west of Sydney, though many tourists and even locals have fallen to their deaths after pure stupidity..NEVER!!!
1) Go over barracades to show off for the camera.
2) Go down steep rocks or outlets.
3) Go Bushwalking alone!
4) Start a fire
5) Come empty handed (eg- water)
Just like anywhere, I'm sure there are areas of Sydney you wouldn't want to walk around at night by yourself. However, I found it reasonably safe and walked home from bus stops with my sister late at night. She lived in a share house at Glebe and they kept the front door open all day on hot days with no trouble that I know of.
Careful when crossing the street, particularly if you live in a country which drives right (most countries, but not the UK, Japan, Singapore, South Africa, etc.). There is a tendency to look the wrong way and get the back of your head hit by a passing car.
Two automobile related items: first, outside Sydney you may find yourself getting lost, as many road signs have been burnt beyond recognition by the bush fires. Second, inside Sydney, watchout while crossing the street! Coming from a country where traffic is usually on the right-hand side of the road, I never quite learned which way to look before crossing traffic. This led to several near-death events! So, look both ways in each lane!
My main advice is while swimming on any of the beaches always swim between the red/yellow flags. These are there for a reason - your safety. If 2 red flags are flying do not swim at all, and if the lifeguard blows his whistle get out of the water sharpish, a shark is in the area. But as long as you obey the lifeguards instruction you will be quite safe.
I did encounter a pretty scary experience here in Sydney 2 trips ago. I spent Christmas with my relatives in Melbourne (they live there) and decided to pop by Sydney for 3 days. Alone. That's why I chose to stay at the Regent Hotel for convenience. That night, I was tailed by an Aussie Chinese for a full 30 minutes (without me knowing!); and then, a vagrant - jumped from behind some bushes and grabbed hold of me. I daren't even think what he was going to do next! But anyhow, I thank God for the courage that I possess because I kicked the vagrant in the shins - hard... and ticked the Aussie-Chinese off for being such a... a... oh, nevermind! I think you got the picture. I ran back to my hotel and the kind doorman escorted me all the way to my room... until I could regain my composure! I think this has taught me an important lesson... to be more aware of my surroundings. Of course I didn't tell my parents about this incident. They'd NEVER let me travel - ever again!
I'm sure you won't face what I've just shared... but hey, it's always better to be careful!
sydney has area's like most major cities that are not always safe such as redfurn.One thing i will say most aussie guys don't mind a blew (fight) when drunk so if they yell out things when they are drunk just ignore them and they will leave you alone .some beach area's can from time to time have sharks so be carful when you swim>LIFE SAVERS patrol all good beach area's and pay good attention for shark sightings.also Australia waters have powerful rips so don't take the water for granted .
If you go swimming along Sydneys seafront be carefull and swim only between the flags. Tough currents may wash you out to see otherwise. Make sure you swim only where there are life guards.
Sydney has a very high rate of skin cancer. Please make sure you take plenty of sunscreen and apply regularly.