Call your library at your school. Ask for the name of the History librarian or the "History Liason" (not all libraries call them that but they'll know what you mean). Meet with that person and ask for an overview of the major resources in your area. Keep their number and get another meeting for your first research project.

I work with PhD students all the time and the number one thing they say is "I wish I'd known this when I started! I should have called sooner."

Next up, get yourself a nice citation manager like Zotero, or Mendeley, or ask your advisor or librarian for their favorite. You won't need it right away but when you do need it, it'll save you lots of time.

Here is my grad school history advice:

1. Stay in touch with your non-grad school friends. Or they won't be friends anymore by the time you get out of grad school. You have to make an effort. Their world and your world are going to diverge dramatically over the next 5-10 years, and if you don't do the work to keep them even nominally "in sync" then they will lose all connectivity. Academia is really different from the rest of the world (in ways both positive and not), and your 20s (assuming your are on a "normal" PhD track) are the point in which people start to settle into their paths. If you don't make this effort then you will ONLY be friends with other academics, and that's fun for awhile but since your grad school friends will almost surely be scattered to the wind in the next 5-10 years, it's worth taking time to maintain longer, preexisting friendships.

2. Take breaks and don't participate in the "I work sooo much harder than everyone else" culture. It's dumb and doesn't translate into better results. I'm not saying you should slack off. But work when you work, and don't work when you don't. Don't try to squeeze work into every moment and certainly not every activity you participate in. It's OK to do fun stuff on the weekend. It's OK to get a good night's rest.

3. Write as many research papers as you can for your first couple years of classes. At the end, step back and ask yourself, what did you enjoy working on the most? If there's a consistent theme (for me it was, "I really liked writing papers on nuclear weapons and writing papers on secrecy") then find a way to turn that into your dissertation topic. If you find that you hate writing a particular paper, work it out so you never have to write stuff like that again (for me, the most painful paper I ever wrote was on Freud — never again!). You don't really know what you like writing until you write it — so give yourself a chance to figure out what you like, by doing a LOT of writing. I think I wrote 3-4 research papers a semester for my first two years. It could certainly be a tiresome schedule and not all of them panned out, but in the long-run it really did me a lot of good. Some of them became important papers, some of them I will never think about again, and at least one just never got written and will forever be an "incomplete" — but the experience REALLY shaped my understanding of what kind of scholar I wanted to be.

4. If you start learning some "unusual" (for a historian) skills now (programming, database development, GIS, video game production... whatever), by the time you're ready to be on the market you'll have some serious differentiators from other candidates, and may be useful in non-academic contexts. It's worth picking up a couple "different" skills like this. Programming is a highly useful skill in just about any job. Python is a good language to start with if you are thinking about wading into digital humanities territory and you don't know any other languages super well.

5. When you get past the general exams (oral examinations, end of year 2, or whatever), take a month off from the treadmill and ask yourself: Do I love this? Do I need this? If I didn't do this, would I be incomplete? Am I willing to be poor and unappreciated because of this work? If the answer is, "no, I could really do something else and be cool with it," then take a terminal masters and get out while you still can without it being super weird. A terminal masters looks eccentric (which can be good for doing different careers) whereas a PhD looks monastic (which is not good for doing different careers), and the career prospects for a PhD aren't great anyway, so if you can live with just doing the masters' experience, find a way to pull out at that point before you sink 5 more years into it and then feel totally obligated to finish. Once you get deep into the dissertation, it becomes very hard (psychologically and practically) to get out of the PhD world, and the post-generals period is probably the best period to make that choice if you are going to make it (you still get a degree, and you haven't really committed yet).

6. Being organized about your research and notes and classes and etc. takes time. But if you do it, it'll pay off later. I still use some of my grad school course notes when I teach today — and every once in awhile something will come up where I'll think, "didn't I read that piece in a class, a decade ago?" and sure enough I have some old notes on it that help me out a lot. Obviously I'm not always as organized as I could be — nobody is. But if you can work a little organization into your life at this stage, it helps a lot down the line. This is especially true for taking notes on books for your generals/oral exams.

7. Get an automated, cloud-based backup system installed on your computer ASAP if you don't have one. Because something will break. Physical home backups are good but not enough (you can easily fall behind, and your home could catch on fire or whatever). It's worth $50 a year to have reliable backups. I use Backblaze and love it — it turns computer problems (or even just "accidentally saved over the wrong file" problems) into annoyances rather than tragedies. Well worth the money. Have multiple, redundant backup systems for anything you really value. Automatic backups that save without you remembering to do it are a must.

8. Remember, grades don't really matter in grad school. Don't do the work for the grades, do it for yourself: keep your eye on the real prize here, and don't let academic nonsense or politics distract you from it. Don't spend a moment worrying about if the professors are worried the let in the wrong person. Even if they do wonder that, they'll never admit to it, because it would imply they made a mistake, and they never make mistakes!

Good luck!

As depressing as the title is, there was a ton of useful information in this thread a couple months back: Monday Methods: Why You Should Not Get a History PhD (And How to Apply for One Anyway). /u/sunagainsrgold and others added a ton of amazing information for you.

While 'daunted' isn't an entirely illogical response to starting a PhD, remember to try and distinguish a healthy respect for what it is you're trying to do from being overawed by those around you. Most of your prior education has likely taught you to be competitive - it's all about getting better marks, using the achievements of those around you as a yardstick for your own success. Taking this mindset into a PhD is a good way to either burn out or turn into a sociopath - you will be doing different things, in different orders, at a different pace to your peers. Trying to keep up with everyone as they sprint off in different directions will just tear you apart. My mantra was never assume your behind (or stupider than) anyone else you meet, but equally never assume you're ahead of (or smarter than) them either.

For what it's worth there's a huge amount of advice out there on the internet written by and for PhD students about the whole experience. I'm biased, but I'm particularly fond of a blogging project I used to help run called 'Pubs and Publications', that dealt with the ins and outs of living through a PhD.