Have an open mind. Don't go abroad with high expectations. Just arrive with an open mind, ready to soak in a different cultural experience.
Make a list. Keep a list of all the things you use on a daily basis, so you won't forget the necessities-- particularly if you prefer specific brands.
Dress in layers. Hot or cold? No problem.
When's the last time your tried something for the first time? Don't be hesitant to try new things just because it's different. You're in a foreign country-- most things will be different. (These goes for food, language, activities, etc.)
Be cautious of noise levels. You'll be surprised at how quiet public places are abroad versus how they are in America. We're louder than we think.
THINK SAFE. Use the buddy system and avoid unfamiliar places. Ask your program coordinators or hotel staff for recommendations.
Journal/Blog. Keep a journal or blog of your time abroad so you'll remember specific details about your trip.
Have a positive attitude. This is probably the most important tip. Every experience is what YOU make of it.

In the words of Cindy Evans: "It may be raining, but at least it's raining in Austria."