Warning:  This article maybe offensive as it uses ‘slangs and offensive words’ for educational purposes.  If you are under 18 years, you should not read further.  Not a complete list.  All the information may be an opinion only.
Your parents may have taught you to say certain words or they may have not but when you are in the US, frequent use of the following words can greatly help you:

Thank you – yes, thank you never goes out of fashion
Please – easier to say
Sorry – avoid situations that make you say it, but say it when required
Welcome – when someone says ‘thank you’, it’s a good gesture to say ‘you’re welcome’

Be polite. Adjust your tone based on social situation you are in (it’s not ok to speak loud in the offices but it may be the only choice in a bar playing loud music).

Those are the easy ones.  As they say ‘the things that can hurt you the most are the ones you don’t know about’, so here are few words that you CANNOT use in USA:

Please don’t be confused about usage of these words in movies, rap songs, comedy shows etc.,  Just because it is used on screen doesn’t make it less offensive to be used in our daily lives.  A group of friends gathered may use any or all of these words and it maybe ok, but since you are annon-immigrant, stay away from these words to be safe.

The N word:  In early 2000s, the N word was still used frequently in my home city, not with any derogatory intention but due to lack of awareness and updates in the way people address other races.We have not used the actual N word but you can what it is here: http://trueslant.com/davidknowles/2009/04/27/the-most-offensive-word-in-the-english-langauage/

Cunt: You can’t say it.  It ranks high on ‘offensive’ list, next to the N word.

Tits: Offensive, however common the usage, it is still offensive enough to get you into trouble.

Fuck: It is a common vocab now when used in group of friends or at a bar scene but it still is not an acceptable word to be used in many social situations.  Be safe than sorry.

Cocksucker: Cock when referencing male chicken is perfectly ok and so is suck when referencing popsicle or alike, but not ok to use together.

cock
Source: Creative commons

Motherfucker: Again, combination and situation may get you in trouble.

Shit:Yes, I know I am being ridiculous for not letting you ‘shit’, it maybe ok to use it too but it is still offensive in some social situations and parts of the country (especially in the South).

Retard: This is a word that has recently come under lot of scrutiny and as a good measure, you should not use it to refer to anyone.

If you think that list is ridiculous, consider this list of 68 words that you cannot say on TV, I am pretty sure that what is not acceptable on TV is definitely not acceptable in most social situations.

http://www.buzzfeed.com/mjs538/the-68-words-you-cant-say-on-tv

Point is not to make you ultra-conscious about every word you say but to ensure that you are conscious of things that can put you in undesirable circumstance.

Remember that the above list is, however, a partial list of words that you cannot use in most situations.  The easy rule of thumb is ‘if you are not sure, don’t say it’.