Two pieces of advice I've always found useful
Piece 1: Always remember that it's only a show.
With very, very few exceptions, theatre is not a matter of life or death.
F'rinstance, if the show goes up twenty minutes late? Yes, it's inconvenient. Yes, it looks bad. Yes, you ought to examine the reasons and endeavour to fix them. But you know what? We work in live entertainment. The show starts when it starts, and there always comes a point at which we can do nothing more to expedite the process. Don't lose your cool or tear your hair out; make a note, look into it, get it fixed. But right here, right now? It's only a show.
Piece 2: There is no career path.
Okay, okay, there's a progression. You start off as a PA/ASM/apprentice/junior, and you grind and grind and you gradually work your way into more prestigious, better-paying gigs, right? (Hopefully?)
But there's no path.
Former classmate of mine teaches a summer course at a university. Mostly mature/non-traditional students, no theatrical background or experience required, and they essentially do what we'd consider high school-level theatre. (Or community theatre on steroids.) She loves getting to do this. It's the highlight of her year. She has turned down much better-paying, more prestigious work in order to keep herself free to run this class. (And I'm not kidding around here: she was offered a full SM seat at a major summerstock festival which was willing to pay her what most of us would consider a fairly healthy annual salary for a 6-month contract. She turned it down.)
No, she's not earning as much money as she could. No, there's no real prestige in what she does. No, it's not apparent how this advances her career or prepares her for her next job. (She doesn't want to teach theatre, she's not into community theatre, etc.) But she loves it so much that she's willing to make significant sacrifices to keep herself there.
This classmate, who "chooses" to be stuck in an unconventional and non-traditional SM role, is happier and more fulfilled than several colleagues who earn far more money and exist much closer to the centre of the artistic community. I really do envy her. And it's not at all a role she would have chosen coming out of university. (She was, at the time, all about dance.) But I really do envy her.
Her career path isn't one they'll teach you about in Career Management in the Arts or whatever course they'll make you take. But it may be one of the best decisions anyone in my cohort made.