* Start assignments as soon as they are given out. Stupid, right?
* Don't be shy about asking lots of questions. Don't be egotistical or afraid about asking for clarification.
* Build personal relationships with the professors and TAs. They are there to help. This is not an adversarial relationship. Show genuine passion for the material.
* Find real-world analogies or applications of the theory. An intuitive understanding is far more important memorization. It is also far more motivational. By seeing how a technique can be used to solve a real problem, the value becomes tangible.
* Be curious. You are there to learn, which means digging beyond the provided material. So many students are sadly focused on the grade or assignment, not on the learning.
I could probably write a book about this...
Edit: formatting