Gaining confidence was the hardest (and most useful) part for me. For the first 4 months I was convinced I was really stupid, had somehow fluked my way in, and was bound to be found out at some point or another. It took a while to work out that I must have got here on my own merits and that my supervisors weren't super-intelligent beings who I couldnt ever hope to talk to on the same intellectual level - they were just people who had worked hard and used their brain!