What should I take into account when moving out on my own?

In a week-and-a-half I’ll be moving out into a room of my own. Since I’m going into this quite unprepared I supposed I could at least ask the collective for advice. Any tips, things I should not forget, things I should make sure to check?

Also, the first week I won’t have a car (+driver) available so I can only bring small things per train. What should I make sure to bring? What can I already bring per train? (I don’t mind travelling often.)