Prior to 1996 they were equipped with a 25-gallon fuel tank. Since 1996 they've also had a 17-gallon auxilliary tank. The Hummer's width gives it inherent stability and makes it possible to be high-clearance and have a relatively low center of gravity at the same time. While it can be an occasional limitation, the Hummer can traverse a lot of terrain that a narrower vehicle can not. It takes off-roading to a new level.
Common sense is required and overconfidence can be dangerous, as with any vehicle.
The civilian models have more electronics than the military ones which can ford up to 5 feet of water. It's not a submarine or an amphibious vehicle, nor can it float. Bulletproofing is available, but very costly. Not very, but they're not built for speed. Top speed is about 90 mph.