Wear layers to ski in. This will help you adjust better to your body's changing temperatures. You may start off being cold, but then after skiing for a while become hot. With layers you are able to adjust to make yourself more comfortable.
Wear a helmet. The first few days of skiing you are bound to have a few nasty wipeouts. You want to make sure you are protecting your head!
Ski with a friend or another skiier. This is a good idea so that If something were to happen while you are skiing you will have someone to help. Never ski alone!