John Sadofsky wanted to be ready when he started his first postcollege job at a big accounting firm in Chicago last fall. The 23-year-old read financial books, sought a mentor's advice, attended a company networking event and bought some dress shirts. "When you graduate, you're going off into the big unknown," he says. As a new crop of college graduates prepares to follow Mr. Sadofsky into the workplace, not all will prepare themselves so thoroughly. And no matter how much they do to get ready, many students will feel a bit overwhelmed. But career counselors say there are steps everyone can take to get a head start.