From what you can read in these guidebooks, travelling in the early 19th century was far from easy. And travelling through what is now Germany must have been a major annoyance -- because Germany at that time was a miscellany of large and small principalities and whenever you crossed a border you had to go through passport control and customs. This also presented a bit of a problem for trade and especially for the economy of the states in the middle of Germany. Murray's Hand-Book for Travellers on the Continent: Northern Germany, 1845, comments:
"Down to 1833 almost every state in Germany had its own tariff and system of duties, and the traveller was subjected to the inconvenience of custom-house visitations on the frontier of each state, however insignificant; while the vexatious impediments thrown inthe way of trade were enormous. Some states, situated in the interior of the Continent, were compelled to pay 10 or 12 different transit duties for every article they imported or exported. / An Association called Zoll-Verein (Toll Union), headed by Prussia, is now formed for the furtherance of trade by consolidating the different states of Germany, and uniting them under one system of customs."
Yet for the British traveller the problems and and annoyances already started back at home with obtaining a passport. In the general information section of Murray's Hand-Book you can find the following on the subject:
"Of all the penalties, at the expense of which the pleasure of travelling abroad is purchased, the most disagreeable and most repugnant to English feelings is that of submitting to the strick regulations of the continental police, and especially to the annoyance of bearing a passport. As this, however, is a matter of necessity, from which there is no exemption (no one being allowed to travel on the Continent without a passport), it is better to submit with a good grace. [...]
Before leaving England it is necessary to obtain a passport, which is generally procured from the minister of the country in which the traveller intends to land; and it is very advisable to have it also visé, or counter-signed, by the ministers of those countries through which he proposes afterwards to pass. For instance, if he be going up the Rhine to Frankfurt, and intend to land at Rotterdam, or any other Dutch port, he may obtain a passport from the Dutch consul; and as the banks of the Rhine above Nymegen belong to Prussia, he may secure the Prussian minister's signature to it. [...] The usual process of obtaining a passport from an ambassador or minister, is to address a written or verbal application to his secretary, and to state the Christian and surname, age, height, profession, and address of the applicant. The must be left, one day in advance, at the house or office of the embassy. The applicant must appear in person the following day to receive his passport [...] Persons residing in the country, or in provincial towns of England, may obtain a passport from the Foreign Ministers in London, upon the application of the mayor or magistrate of their place and residence, accompanied by a statement of their age, destination, &c., as detailed above.
The different members of a family can have their names included in one passport, but friends travelling together had better provide themselves with distinct passports. Male servants should also have separate passports, distinct from their masters'."
Passport annoyances continued once you had reached the other side of the channel:
"On entering a frontier town of Prussia, or any other state of Germany, and in most of the large towns of Austria and Bavaria, the traveller is requested at the gate to produce his passport. If it be a town of some importance, and he intend to sleep there, in all probability the passport must be forwarded to the Police-bureau to be examined and countersigned (visirt), in which case he will receive in exchange a ticket or receipt (schein), enabling him to get his passport back: in minor towns this proceeding may not be necessary, and the passport is merely detained 2 or 3 minutes, till the name be registered, and is then returned to the owner. [...]
Before he has remained 2 days in the place (the period of time is different in different countries), he is required, under penalty of a fine, to send, or take in person to the Police Office (Polizei Direktion) the ticket which he received at the gate; and if he intends remaining any time on the spot, he will, upon showing it, receive a permission of residence (Aufenthaltsschein – permission de séjour) for a certain period, at the expiration of which it will be renewed, if required.
When he has made up his mind to quit the place, his passport will be returned to him. It must then be visé: first, by the Police; next by his own minister (if there be any resident English minister); and lastly, by the Ambassadors of the countries to which he is going, and through which he may pass. The arrangement of the passport should be attended to a day or two before the traveller's departure, as the necessary signatures are often not to be got in a single day."
Apart from the passport-thing, two other major complaints concerned the state of German roads (bad) and German bed: on the latter Murray's Handbook comments:
"One of the first complaints of an Englishman on arriving in Germany will be directed against the beds. It is therefore as well to make him aware beforehand of the full extent of misery to which he will be subjected on this score. A German bed is made only for one: it may be compared to an open wooden box, often hardly wide enough to turn in, and rarely long enough for an Englishman of moderate stature to lie down in."