First, if you install the dropbear- server or openssh server then you'll need to change your root password right away, or anyone else on that hotspot network can log in (after all that's how I do serious work on my n800 - I log in from another computer on the wi-fi). Any password should be changed from the default one of course.

Other than that: The default gmail bookmark on the N800 is not recommended if you're on a wi-fi network, because it uses the URL that'll only give you encryption during the login phase. (Last I checked, anyway.) Instead, set up your own gmail bookmark, with https://mail.google.com/ -- this will encrypt the whole session, which is preferable IMO.

Other than that (taking measures if you install servers, and encrypting any serious communication) you shouldn't have any particular worries about hotspots. It's not like someone can virus-infect you just by you being on the network, as such.