I decided to go on exchange because this type of experience abroad is very important because of the need of speaking in a diferent language or the fact that you have to quicly adapt.
We had only two choices possible Université Cathólique de Louvain (Brussels) or the Karolinska Institutet in Stockholm; two reasons for choosing KI, the city of Stockholm, and the fact that the majority of the people in Sweden speak at least decent english. Once I arrived I knew that I coul also have choosen it because of it's reputation that I didn't knew about before.
The information about the exchange was clearly better in your end than it was in Lisbon, nevertheless I think I was still in possesion of enaugh information before getting there.
We were told to test for the MRSA and to bring the european helth ensurance card, besides that only the normal documentation, ERASMUS papers and ID, as I remember.