Those first few weeks of school I learned that graduate school is a bigger challenge than I thought it would be. Or at least different than what I anticipated. I'd put in intellectual sweat, emotional equity, and much more time than I ever expected. Despite this, I wouldn't trade my time in graduate school for anything. And I suspect that you will feel the same way. It's worth it.
How do you make a smooth transition to graduate school? First be aware that graduate school is very different from undergraduate college.
Coursework is Just the Beginning
At least in PhD programs, grad school entails more than completing a series of classes. You will take courses during the first couple of years, but your later years will emphasize research (and you probably won't take any courses during those later years). The purpose of grad school is to develop a professional understanding of your discipline through independent reading and study.
Most of what you learn in grad school will not come from classes, but from other activities, like doing research and attending conferences. You'll work closely with a faculty member on his or her research. As an apprentice of sorts, you'll learn how to define research problems, design and carry out research projects to test your hypotheses, and disseminate your results. The end goal is to become an independent scholar and design your own research program.
School Is a Job
Approach grad school as a full-time job; it's not "school" in the undergraduate sense. If you soared through college with little studying, you're in for a big culture shock. The reading lists will be longer and more extensive than you've encountered in college. More importantly, you'll be expected to read and be prepared to critically evaluate and discuss it all. Most grad programs require that you take initiative for your learning and demonstrate commitment to your career. Remember that no one will hold your hand and walk you through. You must provide your own motivation.
Graduate School is a Socializing Agent
Why is graduate school so different from undergrad? Graduate training teaches you the information and skills that you need to be a professional. However, being a professional requires more than coursework and experiences. In graduate school you will be socialized into your profession. In other words, you will learn the norms and values of your field. Relationships with faculty and other students are important to your career. Most importantly, you will learn to think like a professional in your field. Graduate school shapes the mind and leads students to think in new ways. You will learn to think like a professional in your field, whether a scientist, historian, educator, philosopher or practitioner.