I hunted antelope for the first time last year, in Montana. Be sure you pack a book and an Ipod or other items to keep you busy during long hours in the blind. You'll most likely have hours and hours of no action, then suddenly a few moments of excitement. So be ready to fight the boredom.
I would start researching how to judge horns on antelope, if you're hoping for a book animal. I know it's not important to many of us, but you might want to know just in case.
Have a plan for the meat. Know where the nearest meat locker and such is.
Know your game laws. For example, Montana had a minimum arrow weight.
Hope that helps. Can't think of much else right now.