Despite its charms, Nairobi - or Nairobbery as its adopted moniker suggests, isn't a safe place. The Lonely Planet letters page gives you plenty of first hand information, so you don't have to go in blind. There are tips on safety and how to avoid scams, a simple one being to always carry your hotel key with you(this will stop the opportunist thief, who having checked into the hotel under a false name, scours the reception to see which keys are hanging up - finds which rooms are empty, then helps himself).
On a lighter note there is some useful advice for amateur wildlife photographers, including buying a good stock of high-speed film(400ASA or above) before you leave for the game reserves. This will let you shoot animals in the early morning and late afternoon when they are on the move(most lodges only sell slower films). There are some amusing anecdotes on moving about the country; through the air seems the least harrowing route and by road the most, as well as some personal favourite destinations(you can even go snorkelling in Kasiti National Park). Lonely Planet have come up trumps again with their 'Kenya Destinations' page, just a click away from here.