I've been living in Brussels for 2 months now, and I thought I'd just list some of the impressions and things I've found out.
1. It's an incredibly divided city. Not just between the French and Dutch speaking communities, and not just between the European/international community and the locals, but economically and socially. The city has 19 communes of widely varying sizes, and a 15 minute walk can take you through some very different areas (it's not something you need to live here to notice).
2. Shops close early and quickly. Luckily this does seem to be such a problem in my commune, but the shops close very early so you need to plan ahead, and...
3. Food is extremely expensive. But -
4. They have waffle vans! This is a brilliant idea, though you need to be careful not to eat too many. Plus, it's a good way of using ice-cream vans in winter.
5. Tweed elbow patches are in fashion. I have no idea why, but there seems to be a lot of people around not just with these on their suit jackets, but also on jumpers.
6. Double subtitles. You can watch films in their original language in cinemas (there are also Dutch and French language dubs), which are subtitled into both Dutch and French simultaneously.
7. Classical music on the metro. At night on the metro classical music is played to calm people down, and can actually be quite nice to listen to on the way home.
8. Italians. There are a lot of Italians in Brussels - they seem to be heavily over-represented in the EU institutions - so you can easily find someone nearby talking Italian.
9. Crime. There is one topic expats love to talk about in Brussels (apart from complaining about the weather), and it's the high levels of crime.
10. The beer! Ok, this one is not so much noticing, but becoming better acquainted.
Let me know if there's anything else I should have noticed/shouldn't miss out on!