There are black bears in the woods of the U.P., so be aware of their presence. Lake Superior has very cold-water temperatures, and can have violent storms, so if boating on Superior keep a watch on the weather reports. Swimming in Lake Superior is not desirable as the water temperature is very cold all year, although people do swim in protected bays. If you plan on skin diving be sure that you have proper full body wetsuits. (You can also swim at the Houghton or Hancock beaches in the Keweenaw Waterway, as well as a number of inland lakes.) Mosquitoes and black flies can be numerous in both the U.P. and on Isle Royal. Although they vary in numbers from year to year, I would recommend that you always come prepared with insect repellent. If visiting Isle Royal be aware that the trails are rocky and can be wet and slippery. Proper footwear should be worn when hiking. Also all surface drinking water in Isle Royal must be boiled for at least 5 minutes or filtered with a .4-micron filter before consumption. Tapeworm eggs may exist in the water and no chemical purification will kill these. Note that Isle Royal can be a popular area for backpackers, and you will have to register for campsites.
When driving at night, keep an eye out for deer. They're everywhere. :) Even if it's dark, you should be able to see their eyes shining in the dark. And no, they don't only cross at 'Deer Crossing' signs. :) You can really do damage to your car if you hit one.
If visiting for Winter Carnival, first, be wary of road conditions. It can get pretty nasty. Second, if you would like to stop and take a closer look at the statues along the highway (US-41) do us all a favor. Find a parking lot, park, and WALK. We locals are sick to death of gawkers on the road - besides, after driving all the way up, your legs need to be stretched out.
The Blackflies that come out during the summer HURT! Avoid.
On the positive side, there are no roaches.
NOT A WARNING: the UP has really great air quality. When I was up there I was studying particulate matter (PM 10 and PM 2.5) and a everyone thought it was really funny that the WORST air quality days came only when the air stream was shown by back trajectory to have been from LOUISIANA!
Houghton is located in an area that has 'lake effect.' In the winter months, the area gets quite a bit of snow. While the roads are well plowed, it can be dangerous driving up there for people who haven't experienced it. Make sure you check weather forecasts before driving up, so you don't get caught in a blizzard. I know from personal experience...