The Lonely Planet Guide to Spacetime: Time Travel, Part I

'The past is like another country. They do everything the same there.'
--Slartibartfast, Life, the Universe and Everything

 A lot of fictional time travellers seem to behave as though being hurled into another era-- often, hundreds of years into the past or future-- takes less preparation than packing for a long holiday. Put on a change of clothes, brush off your Shakespeare, and you're good to go!

This dramatically underestimates the cultural changes that occur over time-- and this is assuming your character isn't jumping locations as well as time periods. Think about all the funny 'parents on the internet' screengrabs you've seen and remember that this is only a few decades difference. Now imagine that sort of cultural change multiplied by ten, and you've got an idea of how you'd fare in, say, the 16th century. Again, that's assuming you're time travelling within your native culture.

Furthermore, there's a reason that fictional time travellers outside of Octavia Butler novels are overwhelmingly white/Anglo. If you're of another ethnicity or race, you have a whole other set of issues to deal with, particularly if you don't get to pick the time and place. Butler's Kindred does an excellent job of exploring the harshness of both the social and physical environment her character is thrown into on a 19th century American plantation. This won't be an issue for every character in every time, but is certainly something to keep in mind.

Things your character should either study up on, or be totally befuddled by, should they go hurdling back (or forward) in time include (but are certainly not limited to):
Language shift
Money (where do you get some that's appropriate for that time period? What are 'reasonable' prices for things?)
Clothing
Food and food prep (do they know how to use a dung fire? Or a food replicator?)
Social niceties and small talk
Diseases (have they gotten all their vaccines? Might they be carrying something infectious to their destination?)

Dealing with these issues-- especially though the eyes of groups who don't get to do as much time travelling-- can be great sources of conflict for your story.