In my freshman year, after every single exam, I looked at how I did, and how satisfied I was with my knowledge of the material, and re-evaluated how I approached homework, lecture, studying for and taking exams. This is not a process that since I've stopped. Even this year, I look at my performance on my first midterms and think about what I need to do differently next time.
In addition to being conscious about how you learn and study, it's very important to find outlets to the inevitable stress that builds up during the course of the semester. For some people, this can be as little as going out and talking to friends for a while, but I work best with having more active outlets. Some people participate in athletics, others play pool, others spend time doing things that require no thought, like watching a little bit of TV. I've found it very important to have something that I can do, but won't take too much of my time, and I can back out of if absolutely necessary.
Another thing that I've noticed is very important to doing well at Mudd is getting enough sleep. Admitting to yourself that it's more important to get sleep than to cram in one more fact. This doesn't just apply to the night before a test. It is possible to get through Mudd with 8 hours of sleep a night. I'm living proof.
One last thing:
Enjoy what you are doing. Even if what you're doing doesn't seem all that
interesting, pretend it is, and things will be so much easier.