Here is the best bit of advise I can give you. If someone gives you a used immersion wort chiller, check it out for corrosion. The corrosion can turn a fine pilsner into a metallicy mess. If you do have any corrosion on the chiller, soak it in a solution of vinegar and water to clean it up.
If at all possible, watch or help someone else do an all grain batch. Everyone has differing opinions on certain processes and how to do them. Use common sense and pick the ones that make sense to you. Then stick with them religiously.
I've heard people say that you can heat the mash tun directly if the temperature drops too low, others say NEVER heat the mash tun because it can scorch the mash and also stir up some of the dust and tanins in the grain, draw some of the mash off the bottom, heat it, and add it back in to raise temps. (that's is what I do)
I've heard some people who stir the mash vigorously, others have told me to NEVER stir the mash so that the grain bed can filter out all the dust and astringent protiens. (that's is what I do)
I've know people who dump the water in and add grain to the water then stir the whole mess. Others say that you should ALTERNATE a thin layer of water, then thin layer of grain until you have a nice mash or grain bed. This way you avoid "dough balls" in the mash and you don't compress the grains. This allows you to have a smoother sparging process. (that's is what I do)
I didn't know what people meant when they discussed recirculating to set the grain bed and reduce the astringency and bitteness of the grain dust. Now I use the spigot to draw a quart or so of liquid off the bottom and sprinkle it over the grain bed, recirculating like this for at least 20-30 minutes before I start to sparge.
Oh and don't get me started on sparging. I saw notes in recipies that said,
"do not oversparge" but it didn't say why, and I was too lazy to search around to find the reason. I thought, heck, the Oatmeal Stout runnings were still coming out kinda tan, why stop sparging now? I'm wasting precious neophyte beer here... Now I know. The longer you sparge the more bitter tannins you extract from the grains and husks. A little bit won't ruin a batch, but it will be noticeable. Luckily, with most people, (the unwashed Miller Lite masses), you can just say, "yeah, that's the black patent malt you're tasting. It adds a nice roasty flavor doesn't it?" Then move on to some other topic. (they will just nod in agreement in an effort to look like they understand what you're saying. But your brewing friends will have a clue.)
On one early batch, the OG seemed low, (It was a pale ale in the 1.038 range, which isn't that low, I shoulda left it alone.) so I boiled some DME and added it directly to the fermenter a day or two later. What was I thinking? Talk about an unbalanced beer. Good thing the wort chiller corrosion ruined that beer so I didn't have to admit that my own mistake did.
I'm still figuring stuff out. One of the last batches I made, I had a moment of stupidity and added the bittering hops right when I reached boil. it didn't boil over or anything, but bittering hops should be in for upwards of 60 minutes not 90 minutes. Longer than 60 minutes and the beer starts getting an astringent bitter taste that I don't care too much for. The beer is fine, but I notice it, and know why it tastes that way, and know how to fix it next time. And I know it's my fault.
Then there was the triple brew day. Three AG batches in 13 hours. There was so much measuring, testing, heating, carrying, chilling, stirring, recirculating, lighting, adjusting and planning, that basic functions like urinating, eating and relaxing were put on the back burner. Its easy to forget a step at that point. Don't try this unless you have a brewing buddy, a strong back, or you're certifiably insane. (I'm the latter....)
Luckily, with the exception of two batches tainted by the wort chiller fiasco, the other 10 batches have turned out to be exceptional. Maybe not award winners, (I don't know, I've never entered) But great nonetheless. All grain is very forgiving.