Quick list that comes to mind:
Have bag permanently packed with lesson ideas and resources, books to read to class, red pens, etc. Make sure you have always have stuff in to make a speedy packed lunch. Be ready to do playground duty and have PE kit in case you need to change.
Arrive early (if you can) so you can talk to staff.
Try to follow teachers plans, if left and if you can't make notes on what you've covered. But also have a day's worth of lessons ready. Some schools are very anti-worksheets, so don't rely on them.
Leave brief feedback notes and a "thank you, I had a lovely day" message for teacher. If you get any messages from parents make sure you write them down and leave them somewhere prominent and safe.
Eat lunch in the staffroom with the teachers, don't hide in the classroom marking - the more you're know the more you'll string to mind when they need someone. Same goes for saying goodbye to office staff, if they are still there.
Be friendly to and ask advice from the TAs, they know the kids better and often give feedback to the head on how you did!
Make sure you mark - teachers hate coming back to a marking pile, especially if they have been off sick for a few days, but you don't need to be too thorough as you don't know the children that well and the teacher's expectations for each individual in that activity and you may not have seen the school's marking policy. We don't expect supply teachers to stay after school, but don't be seen racing for the door at 3.02pm. Staying and finishing the marking and tidying the classroom before you go leaves a good impression.
In theory there should be an information sheet for supply teachers giving routines and key policy notes ... but not all schools have one, so double check timings of playtime, assembly, etc. fire procedures.
The biggest challenge can be behaviour management with children you don't know and haven't built a relationship with, so keep a range of strategies at your finger tips and ask other staff what they use. Do look at the behaviour management / discipline policy if you can so you are not do anything contrary to school policy.
Supply is tough at the moment and many of my friends on supply are moaning about the lack of work coming in. Budgets are tight and HLTAs can cover for short periods and are cheaper! Not sure if you are with an agency? Many schools don't use agencies, so make sure you send a CV or letter around local schools to get onto as many school's lists as possible.
Finally try and be as flexible as possible while you are getting established - half days, short notice, varied year groups.
Good luck.