Lesson One: Read the Manual

This may seem obvious but I can not stress this enough.  If you've just received your DSLR, one of the first things you'll want to do is read the manual.  You are in possesion of a very expensive, highly fine-tuned machine.  You don't want to damage it because you were in too much of a hurry to read the section in the manual on how to attach the lens correctly.  They put the manual in the box for a reason.  Use it!  Do this while you're charging the camera's battery.  Read the thing from front to back.  You don't necessarily have to memorize everything, just make sure you read it so you'll know where in the manual to refer back to for specific sections later on.  You never know when you'll need to refer back to it.  For instance, just today, I had to refer back to the section on where to locate AEB (Auto Exposure Bracketing) on my camera's settings.  After you've finished reading the manual, don't toss it away.  Keep it with the rest of your photography supplies (Terminology Alert: also called your 'kit') for quick reference.