Being open to trying new things at least once is great advise, along with never feel you have to continue doing it if you don't like it.
Posted By: LeChiffre
This was an excellent topic. Sorry there weren't more responses.
I was lucky enough to have started at a time where Greenery Press, Deadelus Publishing and others were starting to do "how to" books and it was possible to find the BDSM clubs. On some level, it's not "what I wish I had known" so much as "I wish I had access to all of the wonderful resources that we have now". There are podcasts, DVDs, and a certain website I've mentioned many times before with 600+ instructional videos. There's FetLife and other ways to meet like-minded kinksters. The quality of equipment and toys that you can get now are amazing, PLUS there are all sorts of conventions, educational opportunities and munches (meetings) around the country, and new BDSM clubs are popping up all over the place.
But to answer your question, I wish that I had been more open about my play partners. While it's a hell of a lot of fun to play with gorgeous women, there's something to be said for "getting your reps" (repetitions), and if I hadn't been so selective, I might have been a much, much more experienced player by now. Just because you play with a girl at a club doesn't mean that you have to date and/or sleep with her, and big girls need spankings, too.
In terms of advice I'd give to a newbie: Try everything once. You never know what you'll end up loving. I was initially scared of electrical play, and years later, I love it so much that I spent $1,000 to get an "everything including the kitchen sink" violet wand kit.