First, do no harm.
This encompasses yourself, and other people. This occasionally extends to animals - yes, even that cat that your friend owns that hisses at you and stalks away, tail held high, retreating into the kitchen. This does not extend to mosquitos, cockroaches, and that OMG GIANT RAT that you saw skirting around the edges of the kitchen.
Whether or not you believe in a Heaven and Hell, or karma or balance or any of that New Age-y stuff, certainly you should at least have a modicum of self-respect and empathy that you would try not to hurt yourself (intentionally or otherwise) and you would try not to hurt other people. Of course, sometimes you would end up in situations where, in trying not to hurt other people, you end up hurting yourself - there's a fine line between self-preservation and stupidity, and you have to tread carefully. In this case, always think about whether or not you and your ego / pride / sanity will survive relatively unscathed. If you think that the situation or the people are you are not contributing to your well-being, it is the lesser of two evils to just get out as soon as possible. Try to make the exit subtle. It is tempting to draw out the drama, but it will not do anyone any good in the long run.
Second, invest in good friends.
Perhaps nobody told you that life would be this way. Your job's a joke, you're broke… well, you know how this goes. But if there's one thing in the world that's more precious that the Hope Diamond, and pays bigger dividends than that fancy-shmancy investment you put in at twenty-one, it's choosing the right friends and investing in them. There's a quick test to see if your friends are the ones worth keeping. Imagine that they call you in the middle of the night and tell you that they killed someone and they need help hiding the body. If you think they are a friend worth keeping, you will immediately put on their cat burglar clothes and bring a shovel and will help wrap that body in tarp, drive to a secluded area where there are very few residents, and will help dig the shallow grave. You will also, in a pinch, burn any kind of fingerprint evidence as well as blood stains and other incriminating remnants of the crime. Now, if you do not feel like this towards your friend, then there is a distinct possibility that somewhere down the line, you might not be friends anymore.
Because here's the thing: you can't choose your family. You're stuck with them. But friends? You can choose your friends. You can pick and choose who you want to spend time with, and who you want to keep around with you for a very long time. You might not want to stick it out with your family, but if you can picture you and your friends sitting on a porch, rocking it out on some rocking chairs, and still playing Rock Band, then you're pretty much set for life. You'll never, ever be alone.
Third, figure out what makes you happy.
I'm pretty sure that most people (your parents and older relatives) have told you that you job pays a lot. Very few authority figures will tell you that you should be happy in your job. Here's the thing: in your twenties, up until your early thirties, you will be jumping from job to job like frogs on water lilies. This doesn't mean that you're not a good employee, or that you're a bad investment. This simply means that in today's working culture, breadth is valued as much as depth. Nobody expects someone fresh out of the university to stay in the first job they end up in. And you shouldn't. Try to figure out what you're good at - whether it's counting money or climbing up mountains - and then find a job that allows you to do that, either by letting you do it on a regular basis, or giving you the financial freedom to pursue what you want.
See, at the end of this life, what is important isn't how much money you make or whether or not you're driving the latest Lamborghini model. You need enough money just to get by - in other words, to fulfill your responsibilities, and leave a little bit for yourself to have some fun. But money will not buy you happiness. Finding out what you love doing - whether it's writing for pleasure, traveling the world, or extreme sky-diving - and actually finding that opportune moment and getting to do these things is what will make your life worth living.
Caveat: Of course, these are just broad strokes, and certainly there are more things or more items, or more specific ways of saying these things. But the point of this isn't to be preachy, but to try and make sense of why I live my life the way I do and why I think that these things should be important when considering a sense of self and the direction one can take in a life. This is by no means a tried-and-tested list, unless you consider that it's only been tested on one person, and it's an ongoing experiment.