Now, I want to get even more specific (because a good friend of mine is starting his first full-time job....tomorrow!) Your first day of work is the most important day of your new life.
Get snappy: this one's a surprise, right? I don't think it's unspiritual or heretical to admit that "the clothes make the man", and we feel better and walk with confidence when we're dressed well. Maybe go out and spend a few (future) dollars the day before on an outfit that's going to help you feel good.
Prepare questions: you know you don't know anything. They know you don't know anything. So why spend energy pretending like you know? Prepare a few important questions, the obvious ones like, "What's expected of me today and this first week?", and the not so obvious but really obvious ones like, "Where's the best bathroom in the building?" or "How long do I have for lunch?" Asking good, inquisitive questions will speed up your learning curve, and help you gain the confidence that you need to get competent at your job.
Initiate: even though you're new, it's your opportunity to start new friendships with your co-workers. Initiate with them, both at the copier and water cooler but also by asking them to lunch. For more ideas, check out a great post by Eric Scofield, Regional Director of Young Life in SoCal.
Your first day is so important. It sets the tone for the rest of the week, and your time working for that organization. Plan it out, don't just wing-it.
If you're about to start your job, what do you need to do to get ready?
For those of you who are already working, what do you wish you had done differently that first day?