Bali can be a bit overwhelming to the first time visitor to the island. The heat can be suffocating, the sidewalks rivaling their peers in any war zone, and torrential rain can put a quick end to your plans.
If you're going to walk, only do so from early morning or (7-11AM) or late afternoon (4PM on) as the heat can really wear you down. Friendly time share guys will approach you, be friendly but I recommend not engaging as it's very hard to escape.
Unique to Bali are also the persistent Valium, Cialis, Xanax, and Mushroom peddlers - chances are, if they're pushing hard, and the price is unclear, it's best to move on even if the aforementioned are your things. Most prescription drugs can be obtained at large pharmacies which have a doctor on hand for consultation. Anyway, walking, watch your step, stop frequently, eat some gelato, and when it becomes too much, head to the pool or a spa.