Carry your Macbook in a sturdy, padded case. It might be a good idea not to have a laptop bag that looks like one, especially if you are staying in hostels or will be hanging out in places where it is hard to secure your luggage. Always keep your Macbook inside your bag when you aren’t using it. The fewer people who know you have it, the less chance someone will help himself to it. Lock your Macbook in hotel room safes or in a train station locker if you are daytripping without it. Never leave it behind unsecured. It’s worth lugging it around to keep it safe.
Travel as light as possible, so rethink taking that extra battery. Unless you plan to be away from civilization for more than a couple of days, you won’t need it. That said, the battery you do bring should be new for the longest life possible. Keep your battery from getting too cold for a long period of time; this can cause the Macbook not to boot. If this happens, let the battery warm up and it should operate normally.
Your Macbook battery will automatically adjust to the European electrical current, which is 220 to 230 volts compared to the 110- to 120-volt current in the US, so you won’t need a voltage converter. However, you will need to buy a power outlet adapter when you reach your destination country. Airport and train station travel shops will have them. You may need a different adapter when you change locations, so pay attention and get what you need when you arrive. Forego buying travel kits that may contain adapters, as it there is no way to know if the adapters are correct.
Bring an Ethernet cable in case WiFi is unavailable. I’ve connected my Macbook with an Ethernet cable at Internet cafes and hotels that did not have wireless.
Buy your accessories Stateside (with the exception of the power adapters) before you leave. Electronics tend to be more expensive overseas.