Talk to expatriates you find in your community. Find out if there are social or political issues you should be aware of. The organization or institution preparing your study program should have information on crime issues and guidelines for behavior and precautions you should take. Once there, try to dress and act as like a local as much as possible. In general you should be as safe as you would be at your home campus if you take the recommended precautions.
Vehicular accidents cause the most danger to travelers.
This is due to different driving styles, poor road infrastructure, and poor maintenance of vehicles. Most likely you will catch a cold, get a little bit of flu, or have some travelers diarrhea while you are abroad. The likelihood you should contract any more serious disease or illness in great part depends on where you go and your behavior. To stay healthy there will be precautions you need to take, depending on your study site. Most disease is food born so take precautions to eat only thoroughly cooked food.