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The biggest piece of advice I'd probably give out is that you'll need to be ready to take a lot more initiative for learning any concepts you don't immediately understand from a lecture. High schools (at least, in my experience) do a lot more to make sure that students understand every point of every lecture, usually by assigning lots of homework for every day. College doesn't do that so much; so if you're not confident in your understanding of something, it's on you to find problems of your own to solve and/or seek out classmates who can explain it.