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Programme Regulars
There are certain things you can expect to see in an con programme. Not all of them are guaranteed to be present, but most of them will be.
Guest Of Honour speeches
The Guests of Honour have their say. Typically this will be a one hour event per GOH. Usually, these will be one per day, though this will change if there are more guests than days. The format can vary, e.g. head-to-head interview with GOH, GOH stands on stage and talks the whole time, GOH takes questions from the audience.
Book Auction
Does what it says on the tin. Your chance to purchase various items of literature.
The Bid Session
This is where everyone gets to listen to the committees who wish to run the next convention in this particular series (Eastercon, Unicon, whatever), and then vote for their preferred option. Obviously, some cons are one-off events, and therefore don't have bid sessions. Also, some cons (like Novacons) are run by the same group of people every year, so they don't have bid sessions, either.
Other Traditions/Habits
Dressing Up
Often at cons, some fans will dress up. I use the term "dress up" because this phenomenon can take several forms. At most smaller British cons, you will only really notice it on the Saturday Evening, when some attendees will get out their ball gowns, or their goth gear, or their leather trousers, or some other not-entirely-casual-but-not-SF-either clothing. At larger cons, it can happen during the day, too.
Join in if you feel like it, or just match the crowd in that faithful jeans-and-a-T-shirt combo.
Filk
My personal experience of Filk is very limited, so I shall quote from The Jargon File:
"Originally, a popular or folk song with lyrics revised or completely new lyrics and/or music, intended for humorous effect when read, and/or to be sung late at night at SF conventions. More recently (especially since the late 1980s), filk has come to include a great deal of originally-composed music on SFnal or fantasy themes and a range of moods wider than simple parody or humor."
At most cons, Filking usually occurs late at night in one of the smaller programme rooms, though there are exceptions. Notably, recent UniCons have been run as joint conventions with HarmUni, which then has a dedicated Filk programme stream. If you decide you really like this stuff, there are specialist Filk cons out there.
Other Stuff
Where did everyone go?
At certain times during cons, it can seem like everyone disappeared. While this can sometimes be due to a particularly popular programme item, the usual culprit is the quest for food. Most evenings, large numbers of attendees will leave the con venue and go in search of a local eatery. Don't worry, they'll be back. Some cons will plan for this, and deliberately contrive relative lulls, or even gaps, in the programme around mealtimes.
Fans
As a group, the Fans attending a convention are a lot more like most other people than you might think. Some are talkative and outgoing, some are introverted and quiet. Some are the life and soul of the party, others are crushing bores. There are cliques and in-crowds. If you try to strike up a conversation and get cold-shouldered, look on it philosophically and try again with another bunch of people.