This one is from Notes of a Neophyte, addressed to "brainy, neurotic liberal arts college students, and especially frosh" but I think much more widely applicable (in spirit if not in detail) to new students of all types, science, arts, business, grad and ugrad. I'll just excerpt some of my favourite parts, but it's well worth reading the whole thing. Some of it's pretty amusing, so I was actually considering it for Friday Fun but decided that there's enough serious advice in here to make for a regular post.
2. Do not be afraid of your professors. (One good way to go about this is to read academic blogs.) They are not scary, and if they try to seem so, they are jerks. The beginning of their year is as stressful as the beginning of yours is. Many of them are (almost) as worried about what you think of them as you are about what they think of you. If you are interested in what these people have to say (and don't be afraid, either, to find some of them totally uninteresting -- it's probably not just you), go to their office hours. That, friend, is why office hours exist -- go!
5. Learn your way around the library or system of libraries and its resources NOW. Your future life as a writer of research papers will prove much easier and more efficient. Even if you're not crazily studious, you'll be amazed what it can yield -- but those recordings of T. S. Eliot reading the Four Quartets are also for after your work is done.
7. Do your work. On time would be good, too. Do it. You'll thank me later.