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Sidewalk delivery robots are being deployed as a form of last-mile delivery. While many such robots have been deployed on college campuses, fewer have been piloted on public sidewalks. Furthermore, there have been few observational studies of robots and their interactions with pedestrians. To better understand how sidewalk robots might integrate into public spaces, the City of Pittsburgh, Pennsylvania conducted a pilot of sidewalk delivery robots to understand possible uses and the challenges that could arise in interacting with people in the city. Our team conducted ethnographic observations and intercept interviews to understand how residents perceived of and interacted with sidewalk delivery robots over the course of the public pilot. We found that people with limited knowledge about the robots crafted stories about their purpose and function. We observed the robots causing distractions and obstructions with different sidewalk users (including children and dogs), witnessed people helping immobilized robots, and learned about potential accessibility issues that the robots may pose. Based on our findings, we contribute a set of recommendations for future pilots, as well as questions to guide future design for robots in public spaces.