"We were nervous. Were just like 'always be mindful of what you do, be aware of your surroundings. Don't get too comfortable to the point where you drop your guard down,'" David Jimenez said from Istanbul.
But Jimenez and Sierra's husband said Sarai was determined to complete challenges that she set for herself.
As an example, they described how she competed in a triathlon several years ago, despite being a weak swimmer, and despite the fact that she did not own a bicycle. Instead, Sarai completed the cycling leg of the competition by borrowing a mountain bike from her husband.
Sierra's photo feed while she was in Istanbul displayed images of the city's beautiful skyline and historic landmarks.
She also squeezed in an excursion to Amsterdam in the Netherlands and to Germany, starting January 15.
"She chose to go to Amsterdam for the graffiti," her husband said. "She informed me as far as how her time was out there. And she also had a tour guide that was helping her out there as well, who I know about and who I've spoken with personally."
Sierra returned to Istanbul on January 19. Three days later, she went missing.
Sierra had rebooked her flight to arrive back early, on January 22, in part to surprise her young sons.
Days before her scheduled trip home, Sierra spoke with her father, Dennis Jimenez, via Skype to remind him of her flight number and arrival time.
When Dennis Jimenez went to the Newark, New Jersey, airport to pick Sierra up, she didn't show, he said.
The airline told him she had never checked in for the flight.
"She kept in contact with us all the time," Sierra's mother said. "And then not to hear from her? It's not like her."
After the tourist went missing, Turkish police released a surveillance camera video of her at a shopping mall in Istanbul, flipping through her iPad.
The scenes from January 20 are the last known images of her.
The manager of the small private hotel where Sierra was staying reported last seeing her the day the surveillance video was shot. That was a Sunday.
Her Skype account, which she avidly used, went silent a day later. A day after that, she was not on her flight home.
The time she last talked with her family, Sierra was planning on January 21 to see the Galata Bridge and visit the Asian side of Istanbul, her husband said.
The former capital of the Byzantine and East Roman empires straddles the dividing line between the continents of Europe and Asia.
After Sierra's family raised the alarm that she was missing, some of her belongings -- including her passport and medical cards -- were found in her room in Istanbul, though her iPhone and iPad were not there, according to her husband.
Since Sierra's disappearance, Turkish police detained a Turkish man she had been in contact with, identified only by the first name Talan, according to CNN Turk.