It should go without saying but read through everything your placement company sends you before you arrive. Make a list of the things you need to do in chronological order and ensure you have done everything by the time you start.
If you haven't looked at it, check out the first steps in finding an internship and Intelligence gathering.
Get everything ready the day before so you do not need to rush and risk forgetting something on your first day.
Get a good night sleep the night before.
Take a notepad and pen/pencil with you so you can note anything important, you will receive a lot of information on your first day and during your induction, great if you have a really good memory, if not keep brief notes. You can also use a tablet pc or phone but we suggest you don't use anything that does not come to life almost immediately so it does not look as though you are doing something else while someone is talking to you.
Get extra motivation by checking testimonials from other students.
Get in touch with your peers to get rid of excessive anxiety.