For context: I started out as a developer who moved to the web, who later moved to focusing on UI code, who later moved into UX. My experience may not be typical, and I do not intend for this list to be a definitive "THIS IS FOR EVERYONE!" thing. Rather, they're things I wish I could have known when I started to make the move away from coding.

There isn't a defined career path. Extraordinarily few people know how to progress in this field, and companies don't agree on it anyway. There's a ton of "just figure it out" or, to be more precise, "do it yourself".
Get out from behind the screen. This is who I was. While one doesn't need to be an extrovert, one needs to be able to work with people well. It's a requirement.
The people who you think are leaders in the field are probably not leaders. They're people with their own biases, flaws, and opinions – and they share their work extensively. A lot of them are leaders because they promote themselves extensively, and that's all. Their work may be fine, but they might not be doing the most interesting or useful work.
It's easier to change a UI than it is to change a culture. So much UX work ends up falling into the UI bucket because the processes, people, and plans around them are way harder to change. Some people are inherently resistant to change, and some people are lazy. These aren't bad things; rather, they're limitations you need to work with.
The tools will always be lacking. No one tool does everything well, so stop looking for it.
Some people debate the same shit over and over (like "is UX real?"), and that doesn't stop. Rise above it. Joke at it, poke at it, but move on. It's a waste of time.
UX is generally not in a position of power. In part due to the above, it's misunderstood and will continue to be. That's okay. Figure out how to make it work, instead. (That means understanding the business, understanding what IT wants, understanding what people need.)
Agile is a fucking mess. You know Agile already. Doing UX in Agile can be good, and can definitely work, but in many cases it's purely execution-focused. You instinctively think Agile is wrong for UX. Go with that.
This isn't art. You can make beautiful things, things that solve problems.
You won't have to code anymore. I know you're relieved to hear this.
No one agrees on where UX sits in an organization. They probably won't, ever. So you'll be in IT, you'll be in marketing, you'll be in design.
The community is filled with good people trying their best. You'll form friendships with many of them. Very few of the people in UX are assholes.
It's fun. Ultimately, there's something exciting about talking with people, understanding what they're saying, and helping create something that does what they need. That's the good stuff! Don't lose that.