The first time I entered Canada—as an Icelandic citizen—was through the borders between Quebec and Vermont[1]. I had some troubles crossing the borders because the border police claimed I didn’t have the means to support my self once on the Canada side (I did), and that I didn’t have travel insurance (which I also did). To cross I needed to gather some paper to persuade the police that I was legit. Funny enough the library in town (where I could access a printer and internet, back in 2011) sits on both sides of the borders. The police had warned me not to exit the library on the Canadian side, or risk being arrested for illegal entry. I don’t remember any warnings inside the library, so I was thankful for the border police for giving me that advice beforehand.
[1]: https://www.openstreetmap.org/#map=14/45.0047/-72.0941