First time round for me was a nightmare but I have learned lots from it and having implemented some of this new knowledge with number 2 we have had a very different experience.
My top tips are:
(1) Don't be afraid to ask for (or hire) help. whether it's family coming over to help tidy and cook or a maternity nurse or mother's help it can make the world of difference.
(2) Take a look at baby hammocks - my little one (2nd boy now 16 weeks) has slept like a log in it since day one. It's a no brainer - they snugly hold the baby and replicate the feeling of the womb, the keep the baby's head at a slightly elevated position (good for reflux - both my boys have it) and prevent flat head syndrome. They also help the baby learn to settle back to sleep easily as the movement rocks and bounces. I wish I had had one for my first child - it has saved many hours spent pacing the room in the middle of the night, rocking and bouncing to soothe them back to sleep.
(3) Try and get into some sort of routine early on, especially with feeding and nap times. We are all creatures of habit and so it's no great surprise to learn babies benefit from knowing how their day is broken down. Although I didn't do this straight away with my first, he responded really well when I did bite the bullet (it can take a while to get it to work and it's not always easy as it can mean staying home a fair bit in the early days - persevere!!!) and with my second he took to it like a duck to water. I may have been lucky but we have never had an evening interrupted since we got him home from hospital - he has settled perfectly from 7pm-10:30pm and he now (from 13 weeks) sleeps through from after his last feed at 10:30 until 7am. So the routine, when it works, can mean a proper nights' rest for you.
(4) Get yourself Gina Ford's Contented Little Baby routine book. Even if you don't implement anything or everything there is some invaluable advice in there.
(5) I agree with the poster above - don't have baby in bed with you - they need to learn the right sleep associations otherwise you will be making it hard for yourself down the line as that is what baby will always need to get to sleep.
(6) See people - friends with babies in the same boat as you. It's good to download and everyone will have similar problems/experiences.
(7) Don't expect it to be Mills and Boon. Although we are led to believe having a baby is the most amazing experience, no-one tells you about the hard bits. It is amazing and it gets more amazing and that's how we end up with more than one child
but it's bloody hard work and you put your life on hold for 6 months until you come out of the fog. Unless you are really really lucky and end up with an easy baby first time around.
Good Luck!