hey...I have recently asked this same question too as I am doing my senior practicum in NICU right now. I am not sure where you are at as a student or the length you'll be there but for me I am there f/t for 12 wks and I have found that bringing a notebook to keep track of all the skills and procedures I have learned or performed helps, so that when I am paired up with a new buddy nurse they have an idea of where I am at.
In the beginning I was over preparing and trying to learn every aspect but found this stressed me out more than I needed. I have since relaxed and now I take my learning case by case. Looking up stuff as I go. I am sure to ask lots of questions (as they don't know what I don't know). Prior to shift I discuss with my buddy nurse their expectations of me so that we are clear and on the same page starting out, rather then asuming my responsibilities and getting in over my head.
Hope this helps a bit? So, far...I have had a great learning experience. I hope the same for you too!