Yes. Very worth checking your nation's travel advisories (and maybe that of a few others - they don't always agree).

But it can be hard to piece together what's actually going on just from such advisories. They are often really generic. Canadians are currently advised to exercise "a high degree of caution" (same as for China, South Africa, and Saudi Arabia) for nearly all of Western Europe, at the moment. There's apparently a "high risk of terrorism". But it's a green light for Portugal and Spain - no extra precautions necessary. Go figure. How much risk am I actually at for terrorism in Germany vs. Portugal? Should this influence my travel decisions? I'm guessing no. They're pro forma notices.

Regional and other more specific advisories are sometimes more helpful.