Made it to Rio and still alive!
Thanks a lot for the answer Lisa!
Actually it was your webpage I got some info about riding into Rio - good stuff!
We made it to the Rio by the coastal avenue - with the help from (not that precise) GPS.
Once got lost and stopped to figure it out till one afroamerican favela approached us that didn't looked exacly friendly, he saw we're foreigners and didn't understand portugese, so he distanced away from us to gather "additional forces" (we first didn't know what's going on), luckily one guy over the road immediately warned us, so we quickly ride off and hear favelas whistling (on the way to us, probably tried to stop us) while doing so, fortunately they were on the other direction and we rode away. So it probably was a close call being completely robbed by a bunch of bad guys.
So if anyone stranger approaching you, be cautious - they can gather in bigger amounts soon! Use common sense and don't wander into strange places.