The most important thing is
to nurture your interest in the world – wanting to understand
nature’s workings is what will keep you asking the right
questions and picking up the skills you’ll need to be a good
researcher.
Learn some computer languages
and practical software packages, used, e.g., in data analysis
(IRAF in optical astronomy); IDL…
Get involved in doing
numerical (i.e. computer) simulations
Read about new research
results, eventually begin scanning the literature.
Talk to the faculty!