Whenever you go from one country to another you must deal with the Immigration officials of both countries, and the Customs officials of at least the country you are entering. Make sure you have all the permission you need to enter the next country and the documents you need to leave the current one. Look sharp and be sharp. You should have at least one set of presentable clothing for border crossings and visa applications. Wear shoes and socks, long trousers or a skirt, and a shirt with sleeves and a collar.
Sandals look much more presentable with a pair of dark socks.
Re-check your bag for anything that may be questionable. Don't take any illegal drugs across a border, ever, even if you hear that bags are never checked. The amount of trouble you can get into far, far exceeds any of the benefits. As with all other public officials, speak when spoken to, and answer all questions as accurately and succinctly as you can. Don't tell lies that you don't need to.