The major cities of Guangdong are heavily infested with pickpockets, and anyone who does not look Chinese is a prime target. For some info on defenses, see pickpockets.
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Mandarin is widely spoken, almost universally by educated people, especially in areas like Shenzhen and Zhuhai which have been built through migration from all across China.
The historic language of the region is Cantonese which differs from Mandarin as much as French differs from Italian or Spanish. Cantonese people are extremely proud of their language this applies in Hong Kong as well and continue to use it widely despite efforts at Mandarinization. Cantonese itself is more closely related to the language of the great Tang Dynasty than the more modern circa Yuan Dynasty Mandarin. Cantonese people worldwide tend to refer to themselves as "Tong Yan" People of the Tang in Cantonese rather than Han, the standard appellation for ethnic Chinese. Note that there can be significant dialectal variations within Cantonese, and the Cantonese spoken in areas in the far Western reaches of Guangdong eg. Taishan are only marginally, or sometimes even not mutually intelligible with the Cantonese spoken in Hong Kong or Guangzhou. Cantonese is also the native language of the neighboring northeastern part of Guangxi province. Nevertheless, the Guangzhou dialect of Cantonese is considered to be the prestige dialect, and is generally understood throughout the Cantonese-speaking areas.
At the coastal areas near the border with Fujian, most notably Chaozhou and Shantou, a variant of Minnan known commonly as Teochew the native pronunciation of Chaozhou is spoken. Teochew is not mutually intelligible with Cantonese, but is to a small extent mutually intelligible with the Xiamen dialect of Minnan.
Certain parts of the province are also home to Hakka communities, and they speak the Hakka dialect, which is not mutually intelligible with Mandarin or Teochew. However the Hakka dialect is partially intelligible with Cantonese.