Granted this is my second trip, but I am still learning.
Don't underestimate jet lag. I missed dinner last night because I was so tired. I woke up at 3:30 am hungry (thank god I brought a few snacks from home to munch on). When I could not go back to sleep, I took a shower and got dressed, then packed to be ready leave my hotel. Then I lay down for "a few minutes" which turned into 1.5 hours.
Don't underestimate how much time it takes to figure out the train stations and which platform you need. I was running a bit late due to my early morning nap, and I had forgotten how huge Termini is. I would have made it just in time, but they changed the platform number last second! So now the super cheap ticket I bought to Naples months ago was a "lesson learned". Oh, and don't assume you know what you are doing even if you think you've researched everything. I thought there was only one train on the circumvesuviana line. Wrong! It branches out in a few directions. Thankfully a nice man pointed this out to a few of us on the train so I could get off just before the train went in another direction. A half hour wait and I was on the correct train heading for Sorrento.
If something doesn't seem right, ask questions. I spent probably about 30+ minutes yesterday waiting in Piazza Venezia for any of 3 buses numbers that I thought could take me to my hotel near Piazza Barberini. Finally I asked and another more frequent bus was suggested. 5 minutes later I had a bus taking me to my hotel.
Pack light, pack light, pack light!!! I had considered taking a suitcase that was large enough that I would have had to check it. Boy am I glad I changed my mind and went for a smaller bag. Much easier to pick up and tote up and down stairs in train stations and other places, even if my hotel isn't all that far. Oh, and easier to run to catch your train if you are running late as well. I worked up quite a sweat this morning! Nor did I have to worry about the luggage getting lost on the way to Italy, since I had my eye on it the entire time.
I'm sure I'll have more tips and suggestions in the next few days. Nothing like "the voice of experience", is there?