No special customs, don't be afraid to ask questions. Only thing is, you might want to know the lingo. Do your research on the surrounding cities, Abita Springs, Covington, Metarie, and New Orleans. Learn about the Wards and the history and know that there are two signs for the Girard Street and they are spelled differently.
The Mardi Gras celebration in New Orleans is the biggest and most famous in south Louisiana, but many communities in the area have krewes and parades of their own. These smaller celebrations are generally more family friendly and a lot less crowded.
In Mandeville, the Krewe of Orpheus rolls the Friday night before Fat Tuesday and the Krewe of Eve rolls the weekend prior to that.