Ask ahead of time when you should arrive at the school your first day, and then get there five or ten minutes early. Go to the office first, if you haven't been given a different destination; the principal will probably want to greet you. This is a job-interview type of moment and you definitely want to make a good impression: smile, look the principal in the eye, and say lots of nice things about the school at appropriate moments in the conversation. It's okay to appear excited, but you don't want to seem like you're bouncing off the walls.
If you're lucky, your mentoring teacher has already called you to say hello before your first day. If not, you'll be meeting him or her now. It might help to know that your mentoring teacher is probably at least as nervous as you are. It'll make your entire student teaching experience a thousand times easier if you make it clear from the beginning that you respect your mentor and can't wait to put his or her suggestions into practice.
You'll spend most of the first few days--and even the first few weeks--trailing around behind your mentoring teacher and feeling somewhat useless. Just listen and observe at first, although certainly you can ask questions and join in conversations when you feel you have something to contribute. You may be bored, but believe me, you're learning without realizing it.