From the perspective of an American student doing a full Master's degree in Germany:
- The University system here is much different than in the US. No one will hold your hand. There are definitely not as many organizations, sports clubs or large events to get students to known one another. The career services offices and alumni offices tend to be small, if existent at all. I know of friends who picked a grad school in the US purely based on the alumni connections they could make by going there. That would never happen here. Whereas when you first arrive to a university in the US, there is a huge orientation week where they help you step-by-step with everything about the university, that doesn't really happen here. There were a few small orientation sessions, but no where near as extensive or helpful as one in the US might be.
- In addition to the previous, No one will hold your hand when it comes to school work either. Whereas in the US I can remember professors constantly reminding students about the readings, assigning small writings each class to know they are keeping up, and allowing for "extra credit" work, German professors generally don't give a shit. If you don't do the work and you fail, that's your fault. They gave you the syllabus the first day of class, showed you where to find the readings and might remind you the week before your final paper is due, but don't expect much beyond that. I have found that professors, at least mine, sort of take their teaching duties as a last prioriety. They are leaders in theirs fields and very knowledgable, but as such are overworked almost constantly. They don't have the time or patience to sit with you to spell out every single thing you need to do to make sure you're doing well in class. Read the syllabus, do the readings on time, take notes in class (most lectures aren't mandatory) and put your all into your work and you'll do fine.
- There are strict regulations for non-EU citizens doing full-time study in Germany (not sure about other countries). Though tuition is basically non-existent (I pay just over 200 euro a semester), you still must prove to the German government that you have enough money to sustain yourself for the entire duration of your studies. That means having a bank account with at least 14,000 euro in it for a two year study program (though these special foreign student accounts can be set up, filled with the necessary money and then you are given an "allowance" from it every month, other than that you're not allowed to touch it except in an emergency). Additionally, if the program is in German there are generally very strict rules about language requirements. Even though I have lived in Germany for four years and have become fluent by using the language every day, I was still required to take an official exam, which set me back 200 euro. Along with all that, if you're hoping to earn some pocket money while you work, there are regulations about exactly how much you can earn in a certain period. I believe the limit is 400 euro a month... if you factor in apartment rent and food, and the fact that the money from your foreigner account isn't getting you very far, it might be very difficult to live in a more expensive city like Munich or Hamburg.