1. Honestly, I really had a hard time relaxing until after tenure. I'm not joking. Even now, it's often hard to switch off. That said, I tried to develop habits that let me separate my professional and personal life. I almost never worked at home during grad school, for example. I tried to leave work at work. But that also means being willing to be on campus at least 40 hours a week (more like 50-55 if TAing or teaching) and remaining really focused during that time (e.g., no [OK, very little] random browsing of the interwebs).
2. In my somewhat limited experience, students who leave PhD programs tend to do it very early or too late. Some people realize quickly that this isn't for them and they get out. Good for them! Better to know sooner. Often they though academic soc was something it really isn't (e.g., saving the world). The ones who leave late seem to just struggle to get projects together. They are often very smart and well read but they just can't pull a coherent project together for some reason. (The ability to consume knowledge and produce knowledge are hardly perfectly correlated.) So they often end up slowly gravitating toward other things and eventually end up with other jobs.
3. Maintain reasonable anxiety. Don't worry about publishing in year 1. Just really soak in your classes. For your MA paper, take on something tractable so you can get the feeling of success under your belt before moving on to a more ambitious project. You're learning the research process so keep it simple. There will be time to change direction later if you want. And finally, try to be happy! Remember that you're getting paid to do something way more interesting than most people!