In order to properly randomize a Corsari deck, it should be riffle shuffled at least 8 times. It is best to cut the deck between every other shuffle to prevent cards from just sitting on the top or bottom. For an in depth discussion of shuffling, see Clay's Zar shuffling page.
It is best to announce that you are sailing before discarding. This prevents the next player from starting to take his turn and then having to back up. This isn't a disaster or anything, but it's annoying.
This section is mostly obsolete now that FoxMind has published I Go, which is colorblind-friendly and uses higher-quality card stock. However, I still wouldn't mind an edition of Corsari with better pirate art...
Rio Grande chose some really bad colors. In particular, the grey, brown, purple, and dark blue are hard to tell apart in moderate to low light, especially for older people and especially for people not familiar with how they look. Nor did they make any allowance for color blind people — who may, for instance, not be able to tell the red from the green either — such as associating a shape with each color. (See, for instance, the board game Ingenious for an example of this done well.) I recommend marking the cards somehow to alleviate this problem.
Rio Grande opted to make their cards really thin. Perhaps they figured that with 110 cards, it would be too hard to shuffle otherwise, although there are a number of games played with double decks of standard playing cards (104 cards, or 108 with jokers), so it clearly wouldn't have been absurd to use a normal thickness. Or maybe it would have unacceptably raised the cost of producing the game. In any case, be gentle with them — they are not tolerant of being bent or getting wet — and make sure that what you think is one card isn't two stuck together.
All cards of each number share a picture, except for the 1s, which each get their own art (captains). I'd pay more if there were 110 pieces of art instead of only 21, although I wouldn't want to raise the cost for people who don't care, so I'm hoping for some sort of premium edition.