Some of these have already been mentioned, but I would like to elaborate on a few things...
1. Spend the extra money to get quality warm gear. For years, I would buy a pair of insulated boots at Wal-Mart, and then the next year I would be buying another pair. Same thing with jackets, etc... I recently purchased a nice pair of hunting boots (from Cabela's) and they have been great. The most frustrating thing in the world is to be sitting in your stand/blind and be freezing to death.
2. Bring everything you NEED, not every cool hunting tool you bought off TV last year
. The first year I went hunting, I had a backpack full of everything you could imagine. I also had a big duty belt on with every holster/tool for deer hunting you could imagine as well. I was too loud and I was very uncomfortable. Now, I carry just what I need in a little camo pack that I can slide in my pocket. It makes you much more versitale and you can concentrate on your hunt.
3. Be VERY familiar with your gun. Like Fremmer said, you should have your gun sighted in a be able to unload/load in a flash. You should also be able to do this quietly in case you miss and the animal is standing there wondering what just happened. It happened to a buddy of mine. He had shot at a nice buck and missed because he was so nervous. The deer just stood there and looked around wondering what just happened. He was so excited that he cycled the bolt without taking into consideration the noise he was making. It was that noise that scared the deer off, not the gunshot
.
4. Be sure of your animal before you shoot it... (What do I mean?... Let me explain...) I know we have all been there, you're looking down the scope at the animal you are about to shoot and you're thinking in the back of your mind, do I really want to shoot this one or should I wait for a bigger one. - Concentrate on your shot if you are going to shoot, do it. If you have doubts, let it walk. Don't shoot at the deer and miss or wound the deer because your mind wasn't clear or say "I could always shoot it, and if I miss I wasn't supposed to shoot that deer. Clear your mind of everything when you are making your shot and put your excitement aside; you will feel great about yourself and your hunt when you track your animal and you have been patient and done everything right.
5. Be patient. After you shoot a deer, don't jump up and take off trying to find the animal. Give it time to lay down and pass away peacefully. 2 reasons... 1. The animal will not try to keep running as it will if it hears you coming and will not be stressed any more than it already is (which can cause the meat to have a really strong game taste - cleaner the kill, the less gamey a deer taste.) 2. I think it is only sportsman like to let the animal die in peace without you trying to track it down. (Plus it makes for a lot shorter time tracking the animal)
6. Turn your safety ON after you take your last shot. There is not a worst feeling in the world than tracking down your world class buck only to find you have been walking around with the safety OFF and a round in the chamber
. It takes some of the glory out of that special day.
7. Be prepared to clean your animal after you find it. Nothing worse than leaving your field dressing knife at home
. Also, if you plan to have someone else process your game, call ahead and find out how much they charge and when they are open. If you plan to process it yourself, bring everything you need to clean/skin/transport your deer to a cold storage place. Just think ahead.
8. IMPORTANT!!! Take care of your animal after you have found it in a very polite manner.
There are already enough people in the world who hate hunters, and we shouldn't fuel their fire by cleaning animals and leaving their guts/hide out in the open for all to see.
Sorry this is so long, but you asked!