^What they said.
I have never been to AX, but I've been to tons of cons. So, i'd like to also add..
*Keep hydrated. I've never been to a con where they didn't have a water station set up throughout the con, so drink plenty of water. You don't want to pass out from lack of hydration.
*Don't forget to eat. As was mention before, bring your own food or search beforehand for a place to eat that is near by. Food served at cons are expensive. Being at a con can be lots of fan, but you shouldn't forget to eat. People have collapse from lack of energy do to not eating anything.
*Look over the schedule for the start time of key events you want to go to. The bigger main events tend to fill up quick, so try to get there early, maybe an hour beforehand. (Remember scheduling can change.)
*Take care of your personal items, especially if you buy swag. There will be a lots of people and can get hectic, so it'd be easy to forget you placed something down and lose track of your items.
*Hygiene. If you'll be attending all dates, shower daily and don't forget deodorant. You'd be surprise how much this gets talked about with other con goers and how everyone is encourage to keep good hygiene. Ever heard of con funk? You'll know what it is soon enough. xP
*Make sure you know the policies & procedures. Every place has rules to follow, so make sure you know the rules for AX. Go to their website for all the information you'll need.
*Most importantly, have fun~!^^ You'll be surrounded by other people who have the same interests as you, so it's the perfect time to be social.
Going to your first con can be overwhelming, especially one as big as Anime Expo, but it'll be an awesome experience you'll never forget. =) If you do hopefully go, enjoy yourself and have a great time.^^