First you just look weird here when you walk somewhere and you are the only person walking in the street. Drivers usually look at you like you are crazy (especially if you walk in the evening when it's getting dark).
The second and most annoying thing is that sidewalks here can end suddenly without a warning. You can walk somewhere enjoying the nice weather and the sidewalk ends suddenly! WTF? You have to turn back or continue walking using the side of the road looking even more weird.
And the most strange thing is that Americans use their cars to drive to places located within just a couple of thousand feet from their home. For a person from Europe THIS is really weird.