Learn how to cast.
Assemble your equipment. Fly rods, especially graphite ones, need to be put together so they won't blow up. Start with the tip section, and if the rod has more than two pieces, follow the same procedure for each piece. Mismatch the tip and butt sections by a one-quarter turn. Gently twist and tighten these two pieces until the guides line up when you sight down the rod. The pieces have a snug fit but should not be forced together.
Know your terminology. The bottom section of the rod where you hold on is the butt. The round metal things that stick out are guides. Bottom-most guides, (one or two depending on the weight of the rod,) are stripping guides. All the rest are snake guides--except for the very top one. That is the tip top. Not tippy top. Tip top. The reel fits on the rod at the reel seat. The reel hangs down under the rod. One of the feet on the reel slides into an opening in the reel seat. There will be a piece of metal that slides over the other foot of the reel and holds the reel on the rod butt. It can come from the top of the reel seat, called down-locking, or up from the base of the reel seat, called up-locking. Additionally, another ring is screwed against that piece to secure it. That's the locking ring.
Figure out which grip you'll use. We personally prefer--and teach our students--to have the crank of the reel used by the left hand, unless you are left-handed. When casting it doesn't matter which hand you use but in playing and landing a fish you want to use your strongest hand. You don't want to switch hands in mid-battle. Do what gives you the most control.
Learn about your reel. Know how to take it apart, change spools or cassettes quickly and comfortably. Make sure the inside of each spool, including spares, is marked as to what each line is. Find out where the drag adjustment is and how it works. This is important.
String up your rod properly. Once the reel is attached, pull off some line. Fold the fly line over, and with the rod butt on the ground with the handle of the reel up, walk along the rod (which should have the guides facing you) and run the folded line through each guide. Check to make sure you haven't missed any. The tiny metal loop very near the butt is not a guide. It is a place to hook your fly when you are not fishing.
Learn to tie a couple of basic knots. Surgeons knot, clinch and improved clinch are enough to get you started. Also, your reel and line should come with a little booklet on knots. If someone asks you if you know how to tie a Bimini Twist, smile and say, "No, would you like to show me?" Add a big smile.
Dress appropriately. Serious fly fishers don't wear bright colors, or white hats on the water. Fish can see very well. They spook even easier. Keep colors to earth and muted tones that blend into the natural setting. Layering is fashionable and downright practical. Weather conditions can and do change over a period of fishing. You will be more successful if you are comfortable. Some manufacturers make shirts that have a mesh section under the back yoke of the shirts, and some are made with mesh in the underarm section as well. Super for warm weather. A turtleneck under that with a short polar fleece jacket will get you through most anything. Fishing vests are trendy, but not absolutely necessary. Muscle tees and skimpy tees may feel cool or look sexy, but you might as well hang a sign around your neck saying, "I DON'T KNOW WHAT I AM DOING." Besides, you need a pocket or two.
Be organized. When we arrive at the destination, whatever we put in the trunk is also organized before we leave. Waders, jacket, hat and gloves are all in the same place. If the weather is cool or cold, my slip-on shoes come off--one at a time. A wader bootie goes on over the sock, with pant leg folded over so there isn't a lump rubbing against my leg once the waders are on. One wader foot goes in. The second bootie goes on, and then I step into the other wader foot. Once the waders and jacket are on, we put the rods together. Waders, at least neoprene ones, help keep you warm while the rest of the gear is assembled. In hot weather we do the rods and gear stuff first. A system makes it easy. No fumbling through and around for stuff you just can't find.