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!
The most useful things I learnt: realizing that there can be many different ways to address any given question/problem. Also, if you can get through a phd, (esp. if you have an absolutely useless supervisor like i did) you can get through just about anything. What did i learn the hard way? Sometimes the most important things you learn from doing a PhD/research are not scientific.
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