Do continue studying after the first book!

Even if it feels like it contains what you wanted to know, you will find something to help you further along your path in the next ones.

Do read several authors.

Relying on the information of one single author will give you a biased view, even with the very best of authors and there aren't many of those around. With the rest of them, the views given may be very biased and with the worst of them downright ugly.

Do read also books written by non-Pagan authors.

Being Pagan does not make authors authorities on all possible fields they cover in their books. There are historical (or other) mistakes in many Pagan books, so read also "official" history. It is only for the better!

Do read what people from other religions have to say...

It may not be always pleasant, but you can learn from it all. If nothing else, you can see what a bigoted fundie sounds like to an outsider. Don't become one yourself.

Do get out and meet other Pagans.

"Meet" doesn't necessarily mean coming out of the broom closet (if it isn't safe for you) and trying to find other Pagans in the flesh. There is a huge number of Pagan forums out there; e-mail lists (you can try Yahoo!groups for finding them), newsgroups,Delphi forums, other web-based forums... For contacts weighing more on the Witchy side of people, you can visit Witch's Voice.

Do remember, that you might never "reach the end of the path", nor should you

This means that there is always more to learn, no matter how much you've learned already. Think about it: what huge potentials! Furthermore, nobody will expect you to know everything!

Do grow a thick skin :)

With this I mean, that not everybody is out to get you and constructive criticism does not mean that your person is being attacked.
Somebody disagreeing with you, even on spiritual matters, does not mean your person or your personal religiosity is being attacked or treated with disrespect.
Somebody disagreeing with your views doesn't mean that you're expected to change your views or that you are being proselytized to.

Question everything!

Including your own beliefs. Don't get stagnated, air your head, dissect your views, throw out what's gotten putrid and reconstruct a better whole. This may feel difficult, but on the long run will be well worth it.
Things of any value for you will more or less stand the test of questioning, while useless junk gets washed away.

Beware of false teachers

Somebody being - or claiming to be - a Pagan doesn't make him or her automatically ethical or trustworthy.
There are "false teachers" out there, interested only in getting followers and being admired instead of continuing the lineage of their knowledge. There are "false teachers" out there interested only in getting into your pants, using their claimed teacherhood and magickal skills to lure in hopeful and eager newcomers who do not know better as yet.
Don't get paranoid, but be careful. Don't take the first teacher coming along your way. Take a good teacher. Ask around your Pagan community before agreeing to anything.

Your way isn't the only way

While your own way may seem the best and only way, it is that only for yourself.