It’s imperative to note that there are three distinct ethnicities in Bosnia-Herzegovina – Bosnian Serb, mostly Orthodox; Bosnian Croat, mostly Catholic; and Muslims known as Bosniaks. Of course, all were constituent parts of the bloody war of the mid-1990s; this affected every single person in the country, and reverberations can still be felt today – it’s never too far away from people’s minds. Some locals are more than willing to talk about their experiences, particularly in Sarajevo, but of course it’s best to let them make the first move.
Also worth noting is the geographical split evident in the country’s name – you’ll find yourself using “Bosnian” as an adjective most of the time, and this is accepted, though in Herzegovina it’s a tiny bit of a faux pas to tell locals how much you’re “enjoying Bosnia”.
As for the more regular facets of travel etiquette, you should dress conservatively around religious buildings, leave small change or a little more as tips in a restaurant, and be aware that for all the ethnic rivalry, smoking is perhaps the country’s dominant religion. Note, too, that most hostels will require you to remove your shoes before entering.