How to become a GOOD theoretical physicist

This is a must read:
How to become a GOOD theoretical physicist
written by Nobel prize winner Gerard 't Hooft (Physics 1999). (You might also wish to llok at his interesting but far less useful How to become a BAD theoretical physicist.)

This is another very useful link, with many more branching off:
Career advice
written by Terry Tao, a Fields medalist (2006)
Though directed towards research in mathematics, much of it applies to physics as well.

Another sort of advice (for getting a language degree, but still applicable in part to the study of science) is here:
What I tell my graduate students
written by Lennard Davis, a professor of English.