As our first river cruise, we weren't sure what to expect. It is definitely different than ocean cruising so resetting your expectations is step #1. Also, if you are going in December for the Christmas markets, expect weather. This means wet-ish winter. Our cruise director told us "there is no bad weather, only bad clothes." It was definitely true. Have long underwear, dress in layers, have a coat AND gloves (no kidding, some people didn't bring them.) Be prepared that every day is not going to be sunny and warm. Also, don't be overly disappointed if you don't get a Currier and Ives snowy day effect. We were told that snow generally doesn't start until after the new year. In exchange, the tourist crowds are much smaller and the lights of the season are GORGEOUS.
This was a gorgeous cruise. The Danube is beautiful. All of the Christmas markets were beautifully lit. Strolling along, looking at the lights and people watching is free. The smaller stops were so beautiful with their cobblestones and ancient (for those of us from the United States) castles, cathedrals and just buildings along the streets. Just beautiful and so interesting. We went to some of the larger cities (Vienna and Budapest), but I really loved the smaller towns.
Local people were friendly. I never felt unsafe (and we are from a smaller town), but, that said, be smart about keeping your wallets in inside pockets and purses close at hand.