1. Bring snacks and water. You'll be indoors for an unknown period of time, and if you're unfamiliar with the area or building you're in, there may be no water faucets or food-providing venues nearby. If you're attending an event at the convention, it may be scheduled for two hours and run for four. You may be heading out to eat, and find a "can't miss" even that you pass by and find you're interested in participating in. Best to be prepared, even if it's just a few granola bars to tide you over.
2. Parking. Find out as much as you can about parking, before and after arriving at your destination. Some parking lots may be closed on the weekend, or cost a stupid amount to use. You may find, as a few of my friends did too late, that the parking lot with the suns painted on the wall is closed at night, and the one with the owls painted on the walls is open late. Because there wasn't anywhere actually informing them of this, they had an ordeal finding someone who was able to open the garage and let them out.
3. Events. You're probably going with something in mind, but don't be afraid to try something besides this. Many conventions will have a schedule or program, online or on-site; glance through this, see if anything catches your interest. Likewise, if you're walking around the convention, and see something interesting, don't be afraid to stop and watch--no one is going to yell at you for watching, and they may invite you to participate. And if they do yell at you, you have my permission to kick them in the nuts. Also, keep an eye out for special guests--you never know who may have been invited to attend the convention.
4. Walk the convention. There is probably a lot to look at, participate in, there may be convention-specials on games, game demonstrations, whatever. Don't just stay in the main hall, either--there are probably a number of other events going on in nearby rooms.
5. DON'T TOUCH ANYTHING! Okay, perhaps not so serious, but some people are a little too anal-retentive about their gaming. It's generally best to engage in conversation or simply ask if it's okay to look at whatever may have caught your eye. Also, some games (particularly miniature wargames--if you see dozens of inch-tall models on a table, that's probably what you're looking at) are very measurement-sensitive, and moving a model even a quarter-inch could alter a game. This isn't meant to scare you, but to try to ease you into the convention experience. Now you know, and knowing is half the battle.
6. Socially...akward? Gamers are brilliant, sexy, well-groomed, charismatic orators. Perhaps not--not all gamers are as lucky as I am. Most are just normal people, and then this wouldn't even be worth mentioning, but...some gamers. Let's just say someone may approach you and tell you about their D&D character. This may mean nothing to you now, but if it happens you'll know exactly what I'm talking about. I do my best to take it in stride; my suggestion is to handle it as positively as possible--you're all at the convention to have a good time, you don't want to ruin anyone's day.
7. Make...friends? Years ago Brian, Joseph and I attended Origins in Columbus, Ohio. While eating lunch, we gestured at a girl sitting alone with this really pissed-off look on her face, and made comments about how friendly she appeared and such. We also mentioned that she probably had no MarioKart skills, and would suck and the Metroid video game series. Joseph was the one to introduce himself later, and now I consider her and her group of friends (whom we met the next day) my convention family, and great friends.
8. Participate in a demo. There may be individuals or even a publisher giving demonstrations of their games. Give it a shot--you may find something you like. Or, just as good, something you don't like, and perhaps save yourself a purchase you'd regret.
9. Have fun. Or don't. I really don't care.
That's it for this week, for those interested, my sister D is participating in the Ticket to Ride tournament in February. Wish her luck--or don't. I, personally, am somewhere in the middle, only because it frustrates the poo out her when she loses that game.