Honestly? It's your first National. Here's what my advice would be:
1) Don't bring a want list. Bring a list of white whale items, if you have one, but that's it. It's great to spend time looking for things to help you complete sets and such, but then you can't see the forest because you're too busy looking for individual trees. Look at everything. Learn about stuff you've never seen before. Buy something wacky, just because you like it, and not because it's on your want list.
2) Meet everybody you can. Have conversations. Grab lunch with people from the board. This is an opportunity to make lifelong friends with people who have a common passion for the hobby. I go to the National every year, and my favorite thing about it is that its the only time of year I get to see some of my hobby friends.
3) Comfortable shoes, yes.
4) I echo the sentiment about not walking alone on the boardwalk at night.
5) If you're a night owl, the hotel bars are typically cool places to run into players. They won't sign autographs, but you can have some great conversations. A couple of years ago, some guys and I spent a half hour with Luis Tiant and it was pretty awesome to get to ask him questions. Toughest batter he ever faced? Yaz.
Have a blast. The National is awesome. Stop by booth 425/429 and say hi!
-Al
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