Do ask locally what is fady (taboo) and what is not. For example, it is fady in some towns to hand an egg directly to a person. The proper protocol is to put it on the ground first.
Bear in mind, though, that there are so many fady that you're going to get it wrong however much you try...
Don't forget to tuck your trousers into your socks if you're going into the forest to see lemurs. You may or may not come across a lemur, but you'll definitely come across a leech or two...
Do try to go deep-sea fishing the water's fine and the fish huge...
It's not everyone's cup of tea, but you might want to see the famadihana, when the Merina and Betsileio people exhume their long-dead relatives, rewrap them in new, colourful, fine silk and carry the remains through the streets in a joyful reunion (before they're reburied)...
Don't touch an aloalo (a wood carving representing ancestral acts), as they are considered sacred...
Do be careful with your belongings in crowded areas of Antananarivo, especially on Fridays (market day). Watch out for pickpockets..