I'm winging it like many other people in our industry. I wish I'd had two things to when I started my career.
1. A right of passage that endorsed my skills as a competent developer (or that educated me on what skills I'd yet to learn).
Something equivalent to what doctors have when they receive a medical license and become board certified.
After five years on the job, no one cares about your cute degree but the 21-year-old version of me who knew nothing and was a tiny bit terrified of being found incompetent cared.
You are born with a level of confidence (unsubstantiated and unproven), but you can also earn it by doing a substantial amount of work.
A right of passage within the software industry that showed a fundamental level of competency beyond the fizz-buzz test would've worked wonders for the young me.
2. A formal mentor.
I spent years flailing within technology. I learned the wrong things, dove deep into the wrong technology (Java Swing :|) and made obvious mistakes. In retrospect, I would have paid to work for a capable mentor when I started who could have validated my work and guided my efforts.
Alas, software development is free, unregulated and open to all. That is what makes it beautiful. That is what makes it frustrating.