Before walking off the ship, know something about the port you are visiting. You can start that research right here at our Ports of Call section. Also, most ships reviews include information about ports the ship visited as well
Below are some links to some Yahoo sites that have some good information to get you started
At some ports you'll be able to just walk right off the ship onto the dock that connects you and the land. At other ports you'll take a small boat, or "tender", from the ship to shore. Reasons for this might be because the harbor is too shallow for your big cruise ship to get into without running aground (beached like huge whale) or there simply are not enough places (slips) at the dock for your ship to get that close