Not going to lie - there is an adjustment period. You can't treat graduate school as an extension of undergrad. The earlier you start referring to yourself as training to be a professional, rather than as a student, the better. I jokingly introduce myself as a "historian-in-training" when I meet people because that's what I am. Everybody has that kind of realization at some point during their grad school life (for me it was midway through my first spring semester) and it really helps smooth the transition. It's especially easy to fall for imposter syndrome when you first start out (even moreso if you are on the younger side, even more so if you are a woman). Professors know that you can't walk in day 1 and have all the skills you need for grad school - that's what you are there to learn. It's not as much about acquiring information anymore (though that's still a huge part of it) as much as it is learning how to analyze and contribute knowledge.
I also strongly suggest that you become close with at least one older student (abd, usually) and one professor (not necessarily your advisor) that you "click" with and will be comfortable sharing your transition experience with. I know I've got 4 go-to people in my department when those days inevitably come where I feel like I've bit off more than I can chew. It's a different, but critical, kind of support system.
Sorry if that made no sense, today was editing day - I've been staring at my thesis for 13 hours straight.