I wish I had known that the era of academic competition is no longer important. There is such a diversity of brilliance at Stanford that there is just no point in competing - I have to strive for my personal best, as cliched as this sounds. I began by taking overly-challenging classes that weren't tailored to my skill or interests, thinking it was what "everyone" was doing. I should have started off by taking the classes that truly sparked an interest in me to have avoided a lot of stress and boredom.
How to manage my personal finances, seek mental and emotional counseling from non-peer to peer sources and overall health and well-being. I also wished I had better health practices to avoid gaining wait and eating an unhealthy diet: the late night food service was a disincentive to practice healthy eating, as well as the dining hall food options. Although we could eat at any dining hall, it wasn't always convenient to do so.
I wish I'd taken more though about how I wanted to take advantage of all that Stanford had to offer. I would have liked to know that designing your own major is hard, and that it's best to make connections with faculty early. I would have also preferred to live in an all-freshman dorm rather than a four-class dorm to have a stronger community of friends. And I wish I knew about the Women's Center earlier on!
I wish I had known the importance of applying for scholarships in high school. I didn't realize just how hard it would be for my parents to come up with tuition every year or that I would only get a couple thousand dollars in government loans for financial aid. I feel like I could have won many scholarships in my senior year of high school.
I wish I had known how difficult the quarter system was. It seems people are always taking midterms and taking exams, much more than at semester schools. As a result, falling behind can be detrimental.
I wish I had known the importance of interning at companies as well as of the career-placement resources available at Stanford. This would have made job-hunting a lot easier coming out of college.
Before I came to school I wish I had relaxed more, and known that everyone else was going to ready to make friends easily and that the environment fosters acceptance.
Some majors are a lot more work than others -- especially in the engineering fields. It's really important not to compare yourself, and your work load with others.
I needed to take some calc courses in high school... that would have made a few of the intro science and math courses MUCH easier and raised my GPA considerably.
There's nothing to do off campus. It gets boring quick, and because everyone is so smart and/or unique, it makes for a kind of awkward social scene.