Do EVERYTHING you get an opportunity to do! After you've done something once, it becomes less scary.
Don't be afraid to tell your preceptor to let you try to handle things on your own, with them just supervising rather than doing and you watching. I'm saying this because before you know it, you will be on your own.
I've been precepting a nurse to our ER for the past few weeks, and after the first few days of getting used to things, she asked me to just let her do her thing. I stayed close by for any questions, concerns, but for the most part just let her be. I think this is a good way to let the preceptee learn to critically think and handle situations, but still have a good resource right there should something come up. She's done an incredible job--and sure enough today we were short staffed and her orientation got cut short-she was on her own and had no problems.
When I was a new grad, one of the things that I did that helped me most was to stick my nose into everything, especially the pts I was scared of-codes, vents, etc. If there was a code going on, I jumped in. You can never have enough help, so you'll always be welcome into the rooms that have a lot going on. Then, the more you're exposed to the more critical pts, the more comfortable you'll be.
Oh, and definately get your ACLS if you don't already have it.