I will be a Burning Man virgin this year, but I haved camped all over the US and been in various climates and altitudes (not saying I am an expert and know all about the Burning Man experience) but I do have a few suggestions.
1.) Bring Amodium AD (the pills, not the gross liquid), you never know when you never know when you will get the "Hershey Squirts" and that will dehydrate you very quickly and can lead to a very dangerous electolyte embalance.
2.) Bring Condoms, (Assorted). Not saying that you will go planing to get laid, but anything can happen and it is better to be prepared. (Besides if you do not use the the can make good ballons)
3.) Dispose of your used condoms (or ballons) properly. TAKE THEM HOME WITH YOU. If they are used wrap them in TP and put them in a Zip-Loc bag and throw them away when you get home.
4.) Even though you are in the desert it will get cold at night (and sometimes durning the day) Keep your head warm at night or any time it is cold. Bogans work great (or any other knit cap).
5.) You do not have to conquor or see and do everything in the first day. PACE YOURSELF. Things get better with age, not everyone gets there on the first day and if they do the are going to be setting up and getting ready for the coming week. Help out if someone needs you, what goes around comes around. Karma. Good Vibes. Clean Spirit.
You get the drift
6.) We have a saying in Texas, if you dont like the weather, wait 5 minutes. It applies to the desert. Bring something waterproof just in case. Sudden downpours can happen with little notice.
"People mock what they fear, and they fear what the do not understand" - Author Unknown