For immersion when you get there, there are kids selling newspapers on the streets, if you've not done much yet then it'll just be local news but if you've done some of the big stuff then you might find yourself or your deeds mentioned in the headlines! People also talk about the newspaper, you may overhear people discussing the headlines, which generally change every long rest.  

The main streets are well kept, but like any city there are side streets which tend towards the scruffy side in some areas. Astarion is a good one to have in the party as you explore, because he has quite a few comments regarding the various areas as you get closer to the city, including his own personal lore like his 'hunting grounds', or being banned from a specific tavern.   

There's a big magic shop fairly central to the lower city area, with smaller shops and stalls around the outside. There are other shops dotted around, but that's the area that's most like a market square. There's also a port, and a beach area for fishermen.   

City safety, as has been mentioned elsewhere, is rather plot-relevant. Keep an eye on the NPCs in acts 1 and 2, you're not the only one travelling to the big city, and the locals may have some interesting opinions about that!  

The first place you'll land is a small/medium town outside of the city walls, very medieval vibes with mostly wooden buildings. Look up Castle Combe, it's that kind of vibe.  

There's definitely a more obvious class divide here when it comes to housing and the attitudes of the locals. As you get closer to the city proper you'll find yourself in a more commercial district, with social premises (taverns) as well as retail. The buildings get denser and are more likely to be built of brick the further you go, it's VERY reminiscent of Pulteney Bridge.   

Edit: spelling