No real dangers here, but Luxembourg City is NOT for cars, which can be a real problem when access to the country as a whole is best facilitated by car. Note that the police are zealous in the extreme about ticketing - and it is not cheap. Luxembourg City is a maze of narrow one way streets in an otherwise great road system.
Also, while the people are generally friendly, you cannot count on it. If you are looking for directions, don't necessarily expect that the first person you meet will be eager to help.
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