Programming can be challenging and financially rewarding. And it can give you the money to do the things you really like to do (which is up to you). Expect burnout. It happens to most everyone.
If you are nervous interviewing, there is a fundamental behavioral-based interviewing technique that you should know. A professor's husband told me the secret (so many people do not know the secret to interviewing well [programming trivia/programming whiteboard stress tests aside]). Google "STAR" + interviewing. Or I can do a short essay. Take interviews to practice - even if you're not necessarily attracted to the particular company. Actual practice (even mock) desensitizes you so you can shine better. After your interview, mail a typed, hand-signed letter to your main contact - in it thank them and this is key tell them you will followup at such-and-such a date and time (imagine which candidate will stick out - the one who took the time or the one who could care less to put effort in formally conveying interest in landing the position). CollegeGrad.com is an excellent resource (and a has a book worth buying - the advice landed me my first job) because someone who was a hiring manager opened-the-kimono on what he expects (from cover letter to screening interviews to site visits to even salary negotiations).
Before you start your job, consider taking some time off. To pause before you start your career. Ideally, travel. Or do something you like. Once you start working, your longest vacation will probably be two weeks long. The hardest adjustment is from a collegiate environment to a professional one. With few exceptions, all of us you meet on your first day of work have much more work experience. Your "first day" may feel like its a big deal but to us grizzled workers - it's not. Therefore humility is important. Don't show off your knowledge. Ask questions about what people are doing. The more you talk, the more they'll realize what you don't know. But if you don't talk a lot and ask smart questions, they will assume you are smart. On the flip side, take the initiative if there is something that interests (or more likely bothers you about the way something is being done) - we get sometimes blind-eyed to the problematic parts of a project - fresh perspectives help. Just be diplomatic.
Mentoring. Find a mentor. Don't force it - you have to become friends first. Ideally someone who is 3-5 years older and ahead of you and at a position where you want to be in three years.
Where do you want to be in 1/5/10 years? I started out with a group of college grads who unlike me got out of their cube and took on initiative and have easily jumped 2 or even 3 levels (e.g. managing 60-70 people). I'm still a developer - I never really was interested in management but I need to emphasize that you need to be proactive if you want to move into management.
On a side note, once you leave college you may fall out touch rapidly with your friends, especially if geography is involved. Facebook helps but if you truly want to keep in touch with your friends - you should take the initiative - organize reunions (e.g. annual trips to New Orleans Jazz Fest). And (Facebook helps again), have a system to remember their birthdays (and call them).