I have nothing to add to the general comments here but here is some specific advice for the Maths/Physics (Im a Maths/Physics double major - 3rd year undergrad) -and I imagine this might be of use to the engineering and maybe even CS, chemistry etc people too- folk out there.
1. The most important difference you will have to watch out for in uni is that learning content/material from now on will only be half the work you need to do. What I mean is that, in A Level (what would be APs to you Americans), for example, say in Maths: you would learn some method (e.g. how to do standard integrals via substitution), do a few problems, and you would be ok for the exam. To put it another way: back in A Level, I would read and understand something (e.g. integration), and there usually wouldn't be a single relevant problem in the school textbooks or past papers that I wouldn't know at least how to approach. Now, and this problem became especially noticeable starting from the second year for me, even if I understand the lecture and lecture notes, even If I freaking memorize every single detail of every relevant derivation or whatever, there will still be a significant proportion (sometimes even up to around half-ish) of the problems in the textbooks and past exams that I wouldn't immediately know how to even approach at the beginning.
This means that if you want to do well, you're going to have to spend at least as much time doing problems as you do actually understanding the content of your subject material. Usually the lecturers will prescribe several "recommended" textbooks for a lecture course, here is how I use them: if the lecturer and the lecture notes are good (by which I mean basically comprehensible in the first place), I don't bother with the textbooks but I do attempt to do all the problems in all of them (never buy textbooks, get them from your university library). Even if you can't do many, use the textbooks as you would use those Schaum's outline type books: look at the problems and then look at the solutions and make sure you understand them.
2. Use your time efficiently. Don't waste time trying to make sense out of things more than is necessary. In my first year, I got too excited about special relativity (you won't do any of the interesting Physics in the first year but they covered this little gem in my first year classical mechanics class but I found the elementary treatment unsatisfying) and ended up wasting around about a month on French's text on it, and ended up falling back on some other lectures as a result. In the end, this was worth a fraction of a single class (I had 8 lecture classes that year) and wasn't worth all the hours I put learning more than I needed to.
In my second year for Electromagnetism, we had this Russian lecturer who I found to be literally incomprehensible (I mean him no spite but unfortunately I just couldn't understand him at all) and his lecture notes were sadly horrid as well. After the second week, I stopped attending his lecture and problem classes altogether and studied on my own using Griffiths text (and ended up with an 87% on the exam, one of my highest that year).
Finally, learn to be aware of your own strengths, weaknesses, needs etc and allocate time to each lecture/class accordingly. E.g. this year I find statistical mechanics to be pretty straightforward but solid state has likely given me brain cancer. Once this term finishes, Ill have a 3 week break and I know what the hell Im going to invest most of my time studying.