Congratulations! Being a Dad is one of the most incredible things in the world.
I'll pass along the only two pieces of advice I give to expectant parents.
1. Buy a stethoscope. You can get them for around $10 to $20, and not only is it cool to just listen to the baby's heartbeat, it can be very reassuring when the baby gets real still for a little while.
2. Don't be afraid to tell people to shut up. When my wife was expecting our first (over 26 years ago now), it seemed everyone wanted to tell her horror stories about pregnancies that had gone wrong. There are enough anxieties in a first pregnancy, especially, without being reminded of every possible mishap that can occur.