Maxed 401k from Day 1 at work, and paying more attention to the tax implications (SAVINGS) of doing so, as well as learning about taxes in general. Knowing exactly where all my money is going, whether to various taxes or expenses.
When I graduated and got my first real job, I felt so rich for the first time in my life! I didn't want to save a penny, but enjoy every cent. The idea of retirement (the typical kind, age 65+) seems so remote when you're in your 20s. What I didn't realize was that I could save myself a lot of taxes AND enjoy much of the remains, and that just this simple auto pilot approach would make me wealthy over time.
Luckily, I had a housemate who was a bit older who pointed out the beauty of the employer match on the 401k (free money), so at least I did that. But if someone had talked to me about this and shown me a graph about compound interest, I might have paid more attention.
I'm so impressed with those of you just starting out who are so much more aware and with it!