Are there things you wish you knew before relocating to the US as an immigrant?

A lot of things! I wish someone gave me a manual upon arrival.
First, know that there is no official program assisting new immigrants. You get no money, no housing, no food. It’s all up to you now. That’s the American way. Everyone gets a social security number and it’s your personal financial reputation. So, do not lend it to anyone, no matter how sad of a story they tell you.
Healthcare is very expensive, so it’s imperative to take great care of your body: don’t overeat, don’t stress out, have regular checkups, eat healthy, exercise. Car is your legs. If you don’t drive, you don’t get anywhere. Get yourself a car and learn how to drive as soon as possible.
Pets for Americans are more like children and less like animals. They are entitled to proper care, including professional medical care, and even tending to their psychological needs. Don’t get a pet unless you are in a good position and willing to commit.
Be mindful of advertising. It’s everywhere and it’s the best in the world. You would want to buy the baldness medicine even though your head is full of hair. Don’t watch TV, especially infomercials. Tune out online ads too.
Despite all, the United States is the land of opportunity. You will understand it shortly upon arrival. Don’t ever forget it and don’t waste it. Many people risked their lives to have this chance. Follow the rules and do not break them. American system is based on rationality and logic. If you see a rule and don’t understand it, learn more instead of breaking it.