Most of the crime takes place in the big cities. Sao Paolo, Rio de Janeiro, Salvador and Recife can be very dangerous and in any big city you should ask where it's safe to go and when.
Mostly you need to learn about avoiding crime. If you're in doubt never walk around after 9pm in the cities -take taxis.
If you do decide to walk do so with an attitude to put off potential muggers and never stumble around drunk. Don't walk down shadowy streets and avoid doorways where someone could be waiting with a knife.
If you do get mugged just give them your money. Your life is not worth the change in your pockets or the watch around your wrist.
Don't wear fancy jewellery, watches or expensive cameras around your neck. Dress simply and only carry the money you need for that day.
Don't leave your possessions unattended on the beach. Street kids will have them within seconds.
Use condoms in Brazil as AIDS is very prevalent. Also if you're sleeping with a girl make sure she's 18 or over.
If you use drugs, don't buy them in the favelas and be very discreet. The police love to extort money from foreigners.