Don't have any expectations of labour.
The first few weeks with your baby, you will feel like you've been hit by a truck. You will feel like you're living on a different planet and that the rest of the world cannot possibly exist any more. Like everything else, this passes. You will feel normal again. At some point, you will suddenly think "Oh! This is ok! I can do this!"
Breastfeeding can be really hard. If it's something you want to do, ask for help at the hospital and do not let them discharge you until this is established.
Accept help from family and friends of they are nearby!
Don't have any expectations of how you will feel after giving birth- you might feel elated, disappointed or nothing. You might fall in love with your baby instantly or it might grow gradually. All of these are fine and normal.
Drink plenty during labour! I forgot and for terribly dehydrated which meant my blood pressure dropped quite dramatically.
Enjoy these last few weeks before you have your baby. Have nice singers, go to the cinema, relish a good night's sleep, have sex. Of course your life isn't over when you have a baby, it's just beginning- but you will miss these simple pleasures as it does get a bit harder to be spontaneous.
Good luck!