Is there anything you know now, that you wish somebody told when you first began learning OpenGL or graphics programming in general.
#1: Learn Direct3D instead.
I have to agree with this strongly. I made the mistake of being lured into OpenGL myself as my first graphics API experience. While it may seem appealing, it just isn't worth the issues you'll have to deal with due to differences and instabilities in drivers across vendors, and indeed a lack of really proper documentation.