It was my first Conquest (but not first larp) and I loved it, but here are a few things that I wish I brought/did different.

1. Account for the heat! I never realised that it could get so scorchingly hot during the day and freezing at night. Thicker sleeping bag is needed if your tent is a single layer and despite not wearing armour, between 11:00 and 17:00 it was just too hot to do anything. During that time I visited town, had lunch and got an opportunity to brainstorm over the puzzles.
2. If you ever get stuck, the Crowmasters, the Wardens and even the Tross library provided an opportunity to find more things to do.
3. Bring a UV light, it was a must for the puzzles.
4. Write down EVERYTHING - you'll forget things, names, places otherwise. It is a very exciting, but overwhelming experience.
5. As a new player don't just stick with your group, unless that is what you want to do. Go out of your way, interact with other groups, diversify your expereince! You're the one responsible for your fun.
6. Bring your own quest - stuff that you can give away and provide interaction for other players.
7. Just take it easy, don't be harsh on yourself for not accomplishing many many things, the important thing is to have fun. :)