Going out for a drink is always a good idea. Going out for a drink in a country you're visiting is almost obligatory. You can find a lot about Luxembourg, especially if you are willing to try some of the local beverages. It is up to you to decide what to try - maybe you want to party and you are looking for a bar or club to have a drink? Or you are more of a morning person and there is nothing else like a good cup of coffee to start the day with? It's your call - just make sure you've tried as many possible things as you can!