Congratulations!! How exciting!!
My advice:
Enjoy your pregnancy. Take lots of pictures! The changes are incredible!!
Rest when you feel tired, even if you feel like a slouch. It's ok to slow down some and even tap naps if you feel like it.
Get some books on birthing techniques. Or, when the time draws near take a birthing class. FYI,
What to Expect When You're Expecting is a good resource.
Think about breastfeeding ~ whether you want to do it as well as the benefits, techniques, and problems relating to breastfeeding. Not all babies are receptive to the breast and this can be really emotionally trying for a new mom. There are support groups out there for women who experience this but want to continue trying.
Know that everyone's birthing experience is different. Take any and all "horror" stories with a grain of salt.
Know how you want to approach your birthing experience ("natural" chilbirth vs. Epidural, family/friends in the labor/delivery room, "rooming-in" option at the hospital, etc.) and discuss it with your doctor. Be prepared for the unexpected. Inevitably, babies do their
own thing.
Don't be afraid to
NOT follow the advice of "veteran" parents.
Before baby comes, decide how you want to spend the first few days at home with baby. Do you want close family/friends to visit and help out at that time? Would you rather spend those first days alone with your brand new family?
When the baby arrives, sleep when he/she sleeps. You'll need the rest.