Some things I wish I knew when I started.
1. How to properly work up a load
2. How important seating depth is
3. How to correctly find my lands
4. How to size brass to fit my chamber
5. Using temperature stable powder
6. Use the highest quality brass available for the cartridge you're shooting
7. Saving a few bucks on this or that can cause a headache later on down the road
8. Using a Magnetospeed chronograph
9. Stop Neck Sizing
10. Don't shoot groups or go to the range if you're in a bad mood
11. You don't need a million rifles. Stick with a few, make each one have a specific task, and learn them inside and out.
12. Buy the best that you can afford. Save money for months if you have to in order to buy the best you can. It will pay you in the long run.
13. Never stop reading, testing, and tinkering. No matter how good you think you are or your setup is, always stay humble, always keep learning, and always continue improving. I've had a couple people in my life tell me that I was overthinking something or doing stuff that was unnecessary etc. What matters is what you see on paper and the proof is in the pudding. Even if there's no measure-able difference from the old way to your new way, if it gives you confidence, then keep doing it.