I am 26, and I remember how dumb and naive I was at 18 (basically the age when real life begins), here are a few things which I wish I could tell my 18 year old past self:
Take care of your health and body - Health is by far the most important thing in life, without it, life is impossible. Everything else becomes insignificant if you have serious health issues. Also work on your body, create the most physically capable and visually attractive version of yourself.
Never chase women - It's not about picking up girls or trying to form a relationship with them, that is completely futile if you don't really have anything to offer them. What you need to do is become attractive to them, 1) Visually (work on your body, style, hygiene, etc), and 2) Lifestyle (What women ultimately want is to be a part of your lifestyle). Also, you don't really want a woman just for sex, you are not an animal, you are a higher being, the reason why you really want a woman is to complement your lifestyle.
Always set goals and deadlines - Without this, your life cannot move forward, and you will just be drifting aimlessly for years. And you need deadlines, there is no such thing as laziness, there is only lack of incentive (either reward or consequences), if the deadlines by themselves aren't enough incentive, then make sure that there will be consequences if these deadlines are not met.
Choose the right addictions - Addictions can only be replaced by other addictions. Your addictive mind can't be fixed of addictiveness, but you can replace the bad addictions with good ones. Instead of wasting your time playing computer games, go to the gym. Instead of surfing the net and viewing meaningless things, learn some practical skills. If you succumb to cigarettes or alcohol, try vaping and other healthier alternatives instead.
Be a man - Always stand up for yourself and your beliefs, do not be afraid or intimidated by anyone. This applies both in physical confrontations and arguements. If standing up for yourself makes you confrontational, then the problem is not with you, but with people trying to bring you down. This includes not letting your woman boss you around, if you have to capitulate to a woman in order to maintain a relationship, then it is not the right relationship.
Think for yourself - Always make up your own mind about things, do not be influenced or manipulated by anyone. Analyze things based on the information available, and make your own conclusions. Do not conform just to fit in. And most importantly stop idolozing other people, you can only take the good qualities and apply them for yourself, but ultimately we are all human and nobody is flawless or deserves to be idolized like a god.
Visualize things and make them a reality - Do not just storm into action like a headless chicken, think things through in your head first before you take action, however long it may take... The result will be a lot better, and you will probably realize that a lot of the things that you would have done hastily would have been wrong or meaningless.
Change your habits - The change in your lifestyle begins by changing your daily habits, it really is that simple. Train yourself good habits, such as things which organize your daily life. Just take a moment and include into your daily routine all the small things which in the long run will be beneficial, and remove all the things which in the long run will be detrimental or useless.
...These are just some of the things I wish I could tell my past self, I'm sure if I took heed to this, I would be in a better situation today.