Not that I agree with most of what's listed, but I might as well try one or the other before I go mad.
Check out the link for I did a Phd and did NOT go mad
Its the end of the world as we know it, and I feel fine (sort of)
So, in summary...
Do not just blithely start doing a PhD because you can't think of anything better to do -- that's what Masters degrees are for.
Just because you sailed through your undergraduate degree, do not expect to do the same with a PhD.
Do not expect to enjoy doing a PhD.
Do expect to go mad.
If you do enjoy your PhD you're probably mad already.
If you finish you can tell people that you really have done something that's big and clever.
Three years is a long time to do something you really, really hate and your life is finite. If you're really not a happy bunny mid-PhD consider dropping it -- worse things happen at sea.
Make sure you get full support from your department and complain if you don't.
Try to have some sort of functional life outside your PhD, although this can be surprisingly difficult.
If all else fails, eat chocolate.
Eat chocolate anyway.
