Just a little story here which didn't happen to me but I kind of wittnessed the despair and anger... Sitting in a cafe I watched a couple walking by, speaking my language, so I overheared they were looking for their rental bikes. It was time to return the bikes - but they had no idea where they had left them. It had been at a corner, near a toy shop, near a cafe, near the tree with the orange balloons... First they were just discussing. When they walked by again after a while, they were fighting. And when they passed again, they were not talking to each other any more. Just looking for their bikes. At that stage I felt sorry for them. I never saw them again.
So please: write down the name of the street where you leave your bike while you're having a coffee!!
Having a good city map is an absolute necessity, without it - Lost in Amsterdam will become your next home movie:)) With all the streets and building looking so much alike it is very easy to get turned around.
Not a real warning but make sure you have a map when you go discovering the city! A lot of the streets sorta look alike so it is very easy to get lost. Following the canals might be an easier way of finding your way out of the maze like streets!