"Cuidado! (Be careful)" is one of the most frequent sayings I received along my urban life in Brazil. This dissertation focuses on analyzing the safety advice and warnings that I received in two urban places: the middle-class neighborhood in the South Wing of Brasilia and the favela Rocinha in Rio de Janeiro, where I stayed most of the time. Putting myself as the method and as the subject, auto-ethnography is applied in this work to narrate my life experience. From my position as a foreigner in Brazil, I make a comparison regarding safety and violence in two distinct urban places and discuss the urban space, public security and violence in Brazil as well as my own sentiments towards danger and fear. Throughout the exploration, different elements in Brazilian society are involved and elaborated on, including gender, age, ethnicity, class, status, place-based identity, social standing, and family life.