What should I do to avoid being scammed?

Three important points:

Learn how scammers scam. (Go to the Introduction.)
Use common sense, be smart, and watch for suspicious offers.
Report possible scams.
Common Scams:

"Drop Game": Someone dares you to drop a valuable item. That person picks it up before you can. (Don't do something because someone dares you to!) They often bring you to specific areas where another character can hid behind walls and run out to get your items when you drop them too.
"Tab Tab Space Enter": That key sequence accepts any trade that's going on. If you put something valuable up for trade, the other person can take it. (Don't press keys unless you know what they do.) It doesn't work any more, and causes the other person in the trade to be automatically reported.
Any Unsecured Trade: Don't do it. You never know if someone will keep their promise.(example:someone promises 20k mesos for fame. After you fame them, they immediately log off.)
"Middleman": A person is making a really good trade offer to you, but you don't have the specific thing they want. Luckily, you find someone who offers just that thing, but at a high price. You buy it, but when you go back to the first person to make the trade, they refuse. (This is a co-op scam between the two people.)
"Tax Evasion": Paying for an expensive item in parts is risky, because either the scammer gives only 49999 for your expensive item and doesn't pay up the rest, or the scammer makes you pay until you are short about 50000, then leaves without giving you anything.
"The Hold Enter, Keep Clicking Trick": This happens in the Free Market, the title usually says, "To Enter, Hold Enter and Click". When you actually enter, you would have clicked on something twice, and the pop up says 'You sure you want to buy ______ for ___ mesos" or something similar, while holding enter will trigger you to pressing 'OK' on that item, thus buying the item. The trick is you will not be able to see the pop-up since your holding enter which instantly presses 'OK'. You could accidentally buy a useless item(eg.Snail Shell) for 1 million mesos even.
"Scroll Switch" You are about to purchase an expensive scroll, but the trade window closes. The person with the scroll re-trades apologizing that the window was closed by mistake and puts a scroll of the same % but is a worthless scroll and quickly trades. So you spend a large amount of mesos on a useless scroll if you do not check the item again.
"Drop Trade"*: This usually happens in the Hair Salon in Kerning. _____ would like to trade and tells you to meet him in the Kerning Hair Salon. They would then tell you to drop your item on the platform above near the left edge while _____ would drop his on the stairs. Then he would go up while you drop off the left edge. He would then collect his own item and then collect yours because you were too far away.
"Copy": A person offers to copy your items for you. He tells you to put it up in the trade window, click trade, and leave the little pop-up window with "Are you sure you want to trade?" open. Then, he tells you to type "copy". The "O" button automatically accepts the trade, so he can get away with your money/items.
Miscellaneous:

Always check the trade one last time before accepting. Carefully examine all items the other person is offering, and make sure you are putting up the correct items, too.
Beginners: learn the average prices of items on reliable websites or through browsing of shops before making expensive trades.
NEVER participate in drop games.
If anyone has any more tips, feel free to add them here.

http://strategywiki.org/wiki/MapleStory/FAQs