Author's Note: This is a set of notes I gathered between the summer prior to starting my PhD and the end of my first term; the first version of this was drafted in January 2020. As with the many, many bits of advice you will certainly receive, I hope you take what makes sense to you.
All the bits of advice have come from conversations with mentors of mine or older students. I leave out any direct quotes because I didn't get a chance to follow-up with them for permission to post. Nevertheless, I'm extremely grateful to the time and thoughtfulness given to me by so many that year; in particular, Sendhil Mullainathan, Jane Risen, Anuj Shah, and Abigail Sussman.
Treat the First Couple of Years as an Apprenticeship
When you start a PhD (but really any graduate program that ends with a dissertation), there's this pressure that starts to build, pushing you to come up with an ingenious idea. While original ideas are important, few people expect to see it immediately. Leave that burden to your advisors as you start off; instead, focus on mastering the tools of your trade. Seek opportunities to work on existing projects, with the explicit goal to sharpen your tools and perfect your craft.
Embrace a Beginner's Mind (and the Opportunity to be Taught)
By the time I began my PhD I had already developed an understanding of behavioral science at a rather deep level as well as the know-how for deploying it in field settings - within the organizations I worked for, I was considered an expert. It would be easy for someone in my position to dismiss the "1st Year" label and ignore the lessons that came with it. It is important to fight that temptation and embrace a beginner's mind. There is so much to take in when you approach a topic with a fresh pair of eyes. Not to mention that for the rest of your life you will have the opportunity to learn new things, but a PhD is perhaps one of the last times you will actually be taught - take time advantage of this.
Attend Seminars (and Meet with Visiting Researchers)
Seminars are an easy way to stay up-to-date with the latest research in areas related to your field of interest. They can also be a great source for new ideas or methods of research. If presented with the opportunity, do not pass up the chance to meet with visiting researchers. Visiting researchers often offer a new perspective on your work and even if you are just starting off it is fine to use this time to simply bounce ideas back and forth with a researcher you might not regularly have access to. Networking remains important.
Reserve Time to Learn New Skills
It's tempting to want to jump into research or stick to the syllabus presented in your classes without making time to learn new skills. The nice thing here is that more often than not this doesn't require a tremendous trade-off. For example, statistics and research methods courses often assign a specific software but many professors don't mind if the work is done in another program - i.e. if you want to learn R but your assignments are in SPSS, ask if you can complete the assignments in R instead. Alternatively, look for a summer project where you'll be required to learn about a new method or have to clean a large dataset in a new programming language. Learning new skills becomes harder over time, so invest in it early.
Overweight Courses in Research Design and Analytical Methods
Research and analytical methods will be the foundation of your work but as you develop your research it will become harder to find the time to learn to use new tools well. Becoming expert in the basics also makes it easier to delve deeper into certain methods you encounter later as these often build on prior knowledge. For example, Machine Learning is easier to learn if you know probability and statistics and linear algebra. Prioritize classes on topics which you might otherwise find challenging to learn on your own.
Meet with Faculty Early
Start getting to know faculty in your department early on in your program. Even if you don't expect to work with them (anytime soon or ever), you will be spending a lot of time with them so it's good for you all to know each other. Eventually these will also be the people who go to bat for you when you start looking for a job, the better they know you the easier it is for them to speak to who you are.
Be Transparent and Clearly Communicate Intentions and Expectations
There's a tendency amongst students to say yes to a ton of things. This will differ by program, but it's very likely the faculty members you work with have limited visibility into everything else you have going on. Get into the habit of communicating to those you work with what else you have on at the moment. If you are hoping to work under someone to develop a certain set of skills, make that known.
Do Not Take on Too Much
Practice saying No. In fact, make it your default to turn things down. This is not to suggest that you turn \textit{everything} down; rather, learn to be extremely selective with where you commit your time. For better or for worse, academia seems to be rather formulaic - there are a few things that seem to matter a lot (e.g. publications); a lot of things that matter very little; and a third category of things where it's less clear-cut (e.g. networking). When in doubt, talk it through with your advisor.
Come Up with a Ton of Bad Ideas
Good ideas don't come often. In fact, most ideas will turn out to be bad ideas. So coming up with a ton of bad ideas is really another way to say, come up with a ton of ideas. Most will be bad, but the hope is that some of the will be good (or, more realistically, some will have the potential to be shaped into something good). Good ideas are rare to come by, which can also make it hard to learn what makes for a "good" idea. But bad ideas are much easier to generate, and from those you can learn what are the features of a "bad" idea. Make the most of this. Seek feedback often. Over time you'll get a sense of what makes for a bad idea which allows you to cut these out early and focus on the ones that remain.
My advisor, Sendhil Mullainathan, offers the following three points on generating ideas in his interview with Steve Levitt on the podcast "People I (Mostly) Admire":
Learn to enjoy hearing a good idea and start to savor them
Share ideas, whether it be your own or that of others. Practice communicating ideas.
Repeatedly come up with ideas. Many ideas will be bad, but keep at it.
Remember, You Are Not In This Alone
Look for a good mentor, one that cares for you and will take the time to help you grow, and make sure they know they are responsible for you. Do not let them off the hook for this, it's part of their job. Make time to connect with others in your program. It's okay to be transparent with your professors and coursemates, so let people know how you're doing. It's okay to not be okay. So many people have gone through a similar journey or are doing so now, you are not alone.