Using Lat/Long & UTM.
Here in the UK we are spoilt having great maps and a very easy to use grid system, alas many companies are not so lucky and have to use a worldwide grids like Lat/Long or UTM.
None of which affects us until we venture from our shores. If you are unsure what grid system to use, then the simplest option is just to use your GPS at a basic level in Lat/Long.
Your GPS will give you a position fix, allow you to use all the features you would expect, but at the very least you could mark your position and return to it doing a GoTo, or use the Tracklog to retrace your steps in an emergency.
Simply go into Set Up - Units in your GPS and set the Position Format to hddd.ddddd you will find that the unit will automatically set the map datum to WGS 84 - don't forget to set the time zone to match the country you are in.

Garmin users can save their tracks into MapSource and then export direct to Google Earth and view in the fly through feature.
UTM.UPS
Where a country has no commonly used grid system or map datum your options are to use either Lat/Long or UTM.UPS. The most commonly used grid system around the world is the Universal Transverse Mercator (UTM) system, a world-wide standard for geo-referencing.
The earth is divided into 60 zones the first one is around the Bering Strait in Alaska USA, the grid has one kilometer steps, and even countries used to statute (miles/feet) system use it. The UPS system is the UTM equivalent near the poles
Many map makers around the world use the UTM grid as it's appears on a paper map in a similar way to our OS grid, counties like Austria, and Australia use UTM.
Once again don't forget to set the time zone to match the country you are in.

Details of our recommended steps towards using your GPS abroad are to be found here
Latitude (shown as a horizontal line) is the angular distance, in degrees, minutes, and seconds of a point north or south of the Equator. Lines of latitude are often referred to as parallels.
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Longitude (shown as a vertical line) is the angular distance, in degrees, minutes, and seconds, of a point east or west of the Prime (Greenwich) Meridian. Lines of longitude are often referred to as meridians.

Position Format Lat/Long

Position Fix seen in Lat/Long

Postition Format UTM.UPS