Graduate school is often described as a stepping stone toward research careers, accompanied by advanced coursework (at least in the US) and specialized training. All of that is true, yet incomplete. Looking back, what graduate school taught me most was not a specific statistical method, theorem, or software package, but a different way of thinking about learning, work, and myself. This article marks the beginning of a short series in which I reflect on lessons I wish I had understood earlier during my graduate school years. These lessons shaped my career choice immediately after graduate school, and continue to influence how I work today. I hope that this series can be helpful to anyone who has ever felt confused, uncertain, or overwhelmed during their own graduate school journey.