My book proof arrived on Thursday...

...and I've spent the weekend making changes.  My initial excitement at finally holding a physical copy of my novel quickly gave way to a harsh realization.  I still have a lot of work to do.  Your first proof is a learning experience as much as it is a celebration.  Here's a few things I've already learned the hard way:
1.  No one is going to design your book for you--you're self-published, remember?  Check out the first few pages and the last few pages of paperback novels you own.  Notice the front matter--not just one title page, but more often two.  One with an elaborate design, photograph, or drawing and one with the title only.  Reviews, dedications, acknowledgments, notes about the author, notes about the text, publisher info, legal notices, isbn.  All this before the reader ever reaches Chapter One.  And after your closing line--more pages, author's notes, other works by the author, more acknowledgements.  Nothing screams self-published like a measly title page jumping right to your first line.  Gussy it up a bit.
2.  Times New Roman is fine for your manuscript draft, but don't publish with this font.  It looks amateurish in print. Especially at 12 pt.  I'm changing to Palatino Linotype 10 pt.  Commonly used, easy to read, looks good on the page.
3.  While we're on the subject of type fonts, look at those other novels again.  Note fonts for page headers (you did add odd & even page headers, didn't you?  With your author name and the title?).  Note font changes--small caps is nice--for the first line of each chapter.  Note drop caps for the first word, first paragraph in a section break.  All this gives your work a more professional look.
4.  This may be your last chance--edit, edit, edit.  Scour each page.  Look for extra spaces, incorrect indents, misaligned type.  If you want to change sentence structure, delete superfluous adjectives and adverbs, clean up dialogue tags--do it now.  Read for content as well. Once your book is printed, bound and on the market, you can wring your hands and rend your garments, but you can't change a thing.
All this may seem obvious.  I consider myself an intelligent person, but in the rush of enthusiasm to get hold of a print copy, common sense flew out the window.
Your first proof isn't the finale, but it gives you the wonderful opportunity to find out all the things you did wrong.