The other week, I was asked to give a five minute overview of my experience as a postgrad and any advice I thought might be useful to incoming postgrad researchers. I discovered that five minutes is not enough, and that other's don't seem to think I'm as cynical as I am (or it just didn't come across clearly).
In essence, I want to tell new postgrads that not everything will be rosy all the time, but that people are there to help (although they may not be the people you want to help). I think the main point I had was to look after your mental health.

Research can be a bit isolating, whether you're locked in a lab on your own or surrounded by other researchers, you'll usually be working on /your/ project with /your/ problems and research questions. Sometimes people will offer help. Sometimes people will be too busy to notice you and you'll have to ask for help (it's usually nothing personal, they're as engrossed in their own work/problems as you are). Learn to ask for help. You're new in the door (or even around for a while), you're not expected to know it all, you're expected to learn. Do ask for help, you'll often find out that others have encountered the same problems you have before and might know a solution (or at least be able to tell you which avenues not to bother with).

Make friends in your department, outside your department, outside the university entirely. Have people who'll listen. Go for coffee with people, even if you don't drink coffee. Colleagues in the department will know what you're going through and be able to fill you in on local politics and advise you who's approachable. Colleagues in other departments will agree with you that $administrativedepartment is just utterly unhelpful and it's not just you. Friends in other universities can tell you how life isn't perfect over there either, which can be very reassuring.

Find hobbies outside your research. If you take up a fiddly hobby in first year, you'll be able to do it without thinking by the time you're writing up and it might actually be relaxing. I can highly recommend making bread, you can punch the dough AND you get a tasty loaf. Likewise, find things that might be relaxing on campus. There's a community garden down the back corner of DCU where it's usually pretty quiet and there's all sorts growing. Turn up to science events in town, volunteer, join an organisation close to your heart, not only will these things provide a welcome distraction but you might pick up useful life skills and gain another support network. If you're in science, get involved in outreach activities (and it doesnt need to be tied to the uni's work), it's a super way to meet people in your field and generally make friends. It'll also force you to be able to think about your topic in a way you can explain to anyone (it can be especially hard when people don't share the same vocabulary as you) and to practise public speaking (you might not get as many chances in your postgrad).

Do make use of university supports. If you've got a long term illness that might interfere with your work, talk to the disability office. If you're not sure how postgrad funding works or why there are so many forms, talk to the grad studies office. Need a book or paper that the library doesnt seem to have? Ask in the library, if they can't source it from another library, your department might have a budget to buy books (just write an email saying why it's a necessary investment, though if you over sell it they buy the book and put it on short term loan!).

Talk money with your boss. How long is your stipend guaranteed? Who'll pay your fees if you run over? How much do you have to spend on project costs? Is there money in the budget to travel to conferences? Also, start saving (or at least clearing off loans), just in case you don't fall straight into a job after or your studies run longer than your stipend (you'll not be paying PRSI for the next few years, so when you're done, you won't be entitled to job seekers benefit), and if you don't need to lean on it, you can have a holiday when you're done (or keep saving).

I might seem cynical, doing postgrad research is very rewarding, but you'll have plenty of people to tell you that. Yes, it's the time when you're in the most control of your research, but you also have to be in control of less fun parts of your research. Be aware that things can go wrong and what you can do about it, who's there to help and when to ask for help. And keep an eye out for your fellow postgrads too, they're in the same boat, take care of each other and enjoy the research!