Things I wished I knew as an undergraduate student

Having a good folder and file organization is crucial for peace of mind. Take the time to organize your files so that everything is logical and easy to find (at least to you)
Take classes on academic writing, science communication, giving talks and doing poster presentations
Become proficient on git/github through the terminal. Some resources here.
Learn to use the terminal and to use a job scheduler for big computing needs. See software carpentry for example.
Learn about reproducibility in science. Some resources for reproducibility here.

Things I wished I knew as a graduate student

Taking good notes of everything you do is incredibly important! All simulations, data analysis and even short code for sanity checks should be well-explained with readme/textfiles and scripts. It feels like a waste of time at the moment to take notes, but you save much time and energy in the long run when you need to redo things (which will always happen)
Having a good folder and file organization is crucial for peace of mind. Take the time to organize your files so that everything is logical and easy to find (at least to you)
Rejection is inevitable in academia and it is rarely a reflection of you. Do your best, but don't feel discouraged when your work is not appreciated by others. Use the opportunity to learn better ways to get your point across and connect with your audience (reviewers)
Good science communication skills are just as important as the science itself. Some resources on science communication here
Do not compare yourself to others! We all have our own strengths and weaknesses. Just focus on you!

It is crucial to have in your CV that you are able to get funding, some resources here.
It is not enough to give talks, you need to give talks that are easy to understand by the audience. Always think about your audience! Some resources on science communication here.
You need your research products to follow some story. You do not want your work to be "de chile, manteca y dulce" as we say in Mexico (all over the place). There has to be some central theme and it should be clear that you are working to become an expert in a niche. It is easier to convince recruiters that you are becoming an expert in a given area when all your work is backing up that narrative.