When you first arrive, read and think widely and exhaustively for a year. Assume that everything you read is bullshit until the author manages to convince you that it isn’t. If you do not understand something, don’t feel bad — it’s not your fault, it’s the author’s. He didn’t write clearly enough.
From one of the best things I have ever read on how to behave as a graduate student, by Yale’s Stephen C. Stearns. The whole thing is written with the same mordant.
Note that the advice above need not be “when you first arrive” (in my case, the entire first year was consumed by core courses), but the sooner the better. I agree with the skeptic angle, though. The earlier you can spot weaknesses in other scholars’ arguments, the better. And lastly, I couldn’t agree more on bad writing (and I’d go even further: do not reward awful writing by citing it).
Here is a little bit more: