Note fire escape routes and find the nearest emergency phones. Examine your room thoroughly. Report problems immediately. Hotel room safes are a necessity. Many rooms don't include one, so ask when making reservations.
Some properties charge extra.
Also, if you have a lot of cash or other valuables, such as jewelry, it may be best to check them in with the front desk, where the staff can store them in the hotel's safe. You also may wish to stash valuables you would like to keep nearby taped to the back of a desk drawer. Some travelers carry padlocks, although it may be hard to find a place to use them. Inventory the items you are carrying. This will help if you have to fill out police reports and insurance claims.