The least accepted social etiquette: Too modest
Saying "thanks" is enough for foreigners to respond to compliments. But Chinese have their own way to respond to it: always show disagreement and unacceptance to the compliment, which are considered modest. Laowai may feel at a loss at such a response.
The habit one must get used to: no tips
It's a custom and etiquette to tip service providers in some foreign countries, such as the US and the UK, so when people from these countries come to China, they may be surprised to find they never need to tip.
The most frequently asked question: Where are you from?
Many Chinese people can't tell a westerner's nationality by their looks, just like many westerners can't tell that about Asians. A foreigner must endure repeatedly answering this question.