hi,
for mosquitoes in Rio, there aren’t many.
You’ll only find them if you go into the Amazon rainforest.
Besides, I don’t remember seeing mosquito nets in Rio hotels.
As for Iguazu, though, yes—you’ll definitely need mosquito repellent or ask the hotel for a mosquito net, since the falls are in a truly tropical environment.
Oh, and off-topic, you might spot caimans on the Argentine side.
When it comes to safety, it’s mainly a concern in Rio—stick to busy areas.
On Copacabana or Ipanema beaches, no problem, but again, if there’s nobody on the beach, don’t go.
It’s better to stay on Avenida Atlântica.