Crossing borders within the European Union is really not like crossing borders at all. If you are really unlucky or a special event is taking place in the country you are trying to enter, a douanier might pull you over for a quick look in the trunk, but let you continue your travels if they don’t find any drugs or other illegities. However, most of the time this doesn’t even happen and no one is ever going to want to put any stamps in your passport (I actually asked once and they refused). Most of the time you hardly notice driving, walking or rolling into another European country. All that happens is you pass one of the blue signs (in the picture below) and sometimes all of a sudden the speed rules change, but really, that is it.
All the non-European countries that I visited in my life, I entered by airplane, which gives border crossing a whole different meaning. Crossing borders over land, anywhere out of Europe was a whole new experience to me. Some countries are easier to walk into than others, but all in all there are only a very select few that are really hard to do. Overall, if you do proper research into what to expect and which documents you are going to need (your passport obviously, but mostly a passport photo and the right amount for your visa in cash in the right currency are unmissable as well) and whether you need to apply for a visa beforehand or if you can get one on arrival, there is not much that can truly go wrong.
Land-crossings are often cheaper than flying, but the other great thing is that you can actually see the transistion from one country into the other, which I like.
All I can do for you is guide you on the paths I crossed, so check the subpages to get your information. Furthermore, just enjoy and don’t forget to look around!