1. That my cheapest lens would also be my favourite
When I got my first DSLR I rushed out and bought a huge expensive zoom lens for it, because zooming in and out is really cool! 6 years later I don't own that zoom and most of the time when I take photos I use one of two lenses, the 50mm I bought 5 years ago (which has outlasted all my camera kit) and my 35mm. The 50mm cost me £90 but because of its aperture range it is wonderful for photos of food and people.
2. Joining a Camera Club teaches you more than doing a course
There are camera clubs up and down the country and they are a goldmine of knowledge. Joining one will introduce you to people who have a huge and varied knowledge of photography that you can access weekly for free (well for the price of membership at least) it will get you involved in club competitions which will push you to improve your photography and allow you to have your work critiqued rather than just having nice things said about it, which is hard at first but invaluable if you want to improve.
RAW files are a form of digital negative which give you the flexibility to edit your photos in a non-destructive way. It can save an under or over-exposed picture and correct white balance. I spent months being (politely) nagged by friends to switch to shooting in RAW until I finally got it. Now I go back to old images and want to weep that I don't have the RAW files to alter. If you are taking important images (birthdays, portraits, one off experiences) change your camera to "RAW + JPEG" and tuck the RAW files away, one day you will be grateful!
4. That great images (mostly) don't come straight from camera
When I first got an SLR I was really disappointed that the images it took often appeared quite dull. I eventually learned that most photos can be improved with some subtle tweaks to exposure or saturation and a little sharpening and some can be improved by radical changes. Taking the picture is really only half the job. There are loads of software options around, I personally use Lightroom & Photoshop, but Photoshop Elements is brilliant for beginners.
5. That light can make or break a photo
Many amateurs (me included a while ago) wrongly assume that full sunlight is "good" (you often hear people cooing "oh look and the sun has come out too!" as a photo is taken.) The truth is full sun is flattering to no one and nothing, the easy option is to seek out the even cover of shade, but my big leap was understanding that you can achieve beautiful images if you shoot with the sun behind your subject (and their face in the shade) providing it is low enough in the sky.
So, what do you wish you had known when you bought your DSLR?
PS - I am over at Iheartsnapping.com today as part of their My Best Photos feature.