What they're not telling you
Transitioning from college to the working world can be difficult. No one tells you about the long hours, the importance of keeping a positive attitude at all times, the exhaustion, etc. No task is too small and you should treat every task asked of you as the most important thing in the world, even getting coffee. No huffing and puffing allowed! Think of it as an honor that they picked you to get it, and that you're getting the opportunity to do something for those above you. One's attitude is noticed in all tasks. The hours are long, and it's tiring, but look at it in the view of everything you are learning and all the knowledge gained. In this day & age, almost nothing is handed to you, and you've got to work hard in order in order to get somewhere.
Those above you may be too busy to help. From your first day, you hit the ground running and are thrown into the fire. Therefore, you can be blamed for things that you weren't told to do, or you were but didn't grasp because it was explained so quickly or simply because someone above you doesn't want to accept responsibility. It's difficult for people to have time to mentor you. Things move extremely quickly. Try not to get pulled into conflicts, i.e. your boss frustrated with their boss. Just because you have a great education and you work really hard, doesn't mean you will have things handed to you. Try not to be impatient, because looking back you will realize you needed every minute in order to gain the necessary knowledge.
Try to keep in mind that one day there will be someone working under you. Be cognizant of management styles you like and do not like, so you can put that style into action once you have an assistant. Put yourself in the other person's place and you can better understand why they are behaving or reacting a certain way. Many times, it has nothing to do with you, because frankly, you're at the bottom of the ladder. The higher up you go, the more (and bigger) problems you have to deal with. You will probably be working with some people who drive you absolutely crazy, who are unhelpful and may be incompetent. You have to bite your tongue often, because most likely they won't be there indefinitely. If you're not early, you are late. Learn to swallow your pride, keep your head down and be prepared to give it your all. In the beginning, it's important to arrive before and leave after everyone and dress professionally. It is important to be engaged in meetings, even if the subject doesn't pertain to you (no yawning or checking cell phone!).