There are definitely things to be cautious of when walking around Mumbai, especially the traffic which can be overwhelming for some. As well you will soon see that locals do not wait for green lights to cross a street so if you want to follow in their footsteps, extreme caution is advised.
Beggars are also a concern. As a foreigner you will no doubt be approached by many. Unless you want a parade of them following you it’s best not to give them anything. They also approach locals but you will quickly notice that natives will not give them the time of day and simply move on as if they are not affected by the encounter. Showing no emotion will show them there is no hope so they will move on.
Pacing yourself in the tropical heat and humidity is also extremely important. As I mention in the podcast, taking breaks in cafes and museums throughout your day of exploring will help you stay comfortable.
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