I started in ICU straight out of school. I had a 12 week orientation with a preceptor and then relatively "easy" stable assignments for a month or two after that. I still don't feel completely comfortable in every aspect of my job; I feel confident in my assessment ability (although I still have a lot of trouble picking up heart murmurs unless they are really loud). I feel confident in my interpretation of EKGs and telemetry since I took my EKG and ACLS classes. I am not that great at starting IVs, because I don't get that much practice and when I do, it's usually these little old people with no veins. I am pretty good at putting in foley catheters and NG tubes. If I get into a sticky situation, I find a more experience nurse and get a second opinion. I find that I often DO know what to do, sometimes I just need some validation of that for the sake of my patients' safety.
Any skill gets better once you get some practice doing it. The main thing, I think, is to know what to expect and what is different. For instance, if the nurse tells you in report that the patient is AAO, and you walk in and he thinks you're the devil and he's in the grocery store, that's a significant change that warrants investigation. It's important we recognize changes in our patients so we know what to report to the doctor. Assessment skills are way more important to master than technical skills, so when you are in school, use the opportunities you have with patients to really assess them and figure out what's wrong with them, what physical symptoms they have that are indicative of their illness (they're pale=they're anemic?; they're barrel-chested=they have COPD; they have 3+ pitting edema in their lower extremities=they have CHF?; etc). Sometimes you'll see things in patients that you don't expect for their illness, and you need to be able to recognize that as well.
Don't get me wrong; technical skills are important, too, but they will come in time with practice. And some people just seem to have a knack for certain skills. There's a guy I work with that could start an IV on a stuffed animal and get a blood return!:chuckle Another girl I work with can get a fecal bag to stick to anyone without leaking (I didn't even KNOW such a thing existed before I started in ICU).
Good luck to you and enjoy school.