Advice I would have liked: Don't do a PhD if you like taking classes and just want to extent that experience, as doing a PhD is very different from taking classes. Also, the classes you are forced to take probably suck.
Advice I received but ignored but is probably true: Doing a PhD actually decreases your chance of getting a job (especially in Computer Science)
Advice that I would have liked to receive, know now but still ignore: If you are in a foreign country and you don't know the language but you want to stay in the country after you graduate, learn the language! Don't spend all your time doing research thinking that you will somehow compensate for not fluently speaking the language just because you have more research achievements. (Disclaimer: I live in Japan, and most jobs, even academic jobs, require a sufficient level of Japanese language abilities)