1. Don't worry. Okinawa is a fascinating and fun place to spend a couple years. Most people here for a couple of years barely scratch the surface. Some people end up staying much much longer.
2. What to bring - it all depends on who is paying for your move. If someone else is paying, be expansive. Unless you plan on filling your home will asian-esque pieces, bring practical and attractive furniture with you. Avoid leather and think about stain resistance and washability. Bring outdoor gear - diving, snorkeling, and swimming stuff, kayaks, bikes, rock-climbing stuff, camping and backpacking stuff, tennis rackets, whatever. Outdoor gear is pricey here and the used market is inflated. The one piece of gear we haven't found that handy is rollerblades; however, ice skates can be used at the rink in Naha. Clothes - think casual. If you are from Europe or the east coast of the US, you will generally be overdressed at any event here. Flip flops/thongs, though contrary to SOFA dress code, are practically standard issue. Shorts, sandals, and cotton knit shirts are de rigour for both sexes. In winter, temperatures can go to 10C, so pants and sweaters for women are necessary. A coat and hat will help you to blend in with the Japanese. But many men can count on one hand the number of times per year they wear pants. Bring your bed linens, curtains, and towels if you can. Prices for these are high in Japanese stores, and you don't want the same ones everyone else has from the Exchange. Many tools and machinery parts are difficult to find here, or pricey, so if you like to build things bring your own complete set. If you enjoy cooking ethnic cuisine, bring your spices with you (ie cardamom, garam masala, Indian and Thai curry mixes and pastes, tamarind, dried kaffir lime and galangal, unusual teas) - none of this stuff is readily available in markets here.
3. Get a cheap car that runs as soon as you get here. This is commonly expressed advice, but true. Okinawa is hot and salty, and the parking spaces are small, so your vehicle will suffer damage one way or another. And if you enjoy yourself on the beach, or biking, or whatever, your car will be messy most of the time anyway.
4. Housing - if you are not military, expect that western-style apartments near military bases have inflated prices, as the rents match the amount of the housing allowance given to military members (ie 1BR approx 100,000Y/month, 2BR 150,000Y, 3BR 200,000Y). However, if you live away from bases or choose more Japanese-style accommodation, rents should be more reasonable. If you are military, do not stress the on or off base decision. Each has its set of advantages/disadvantages. The pendulum is tilted to off base if your major alternative is military dorm/BOQ type accommodation. If you have a family, the decision depends a a lot on the impact on your commute, and how much you weight you give to having more outdoor space (on base) vs a more atmospheric apartment with a better view (off-base). There is info on line about the layout of on base housing: http://www.okinawa.usmc.mil/Living%20on%20Okinawa/Housing%20Page.html#Anchor7 (these layouts are standard so you can plan accordingly re: furnishings & home accessories). Also check out: http://www.okinawahai.com/my_weblog/to_live_onbase_housing/index.html. Either way, get off base during your free time.
5. Expect to feel disoriented the first couple of months. Driving and directions are confusing here, because there aren't any street names or addresses. Also, when you look at distance traveled, it always takes longer to get somewhere than it should. The 58 in summer can periodically stop moving, especially on a Sunday afternoon. Just accept that it takes a long time to get places. Also, where possible, spend the money and take the expressway - it is worth it.
6. Food - realize that lunch is much better value than dinner. It is the best way to test a restaurant for food quality. In places without an English restaurant, if you point, most waitstaff will tell you what the dish is: chanpuru, goya, tofu, tempura, zushi, yakitori. Restaurants tend to close one day a week. For izakayas, this is often Sunday. For cafes, it is usually a weekday. On Sundays, restaurants are busy, and the most popular places must be avoided unless you love waiting in line for your food.
7. Keep in mind many Japanese people work a 6 day week and only get Sunday off. So, to avoid crowds and annoyance, plan to do your bigger outing on Saturday, and take it easy on Sunday. Put all the Japanese holidays on your calendar. Avoid travel or restaurants or long car trips on these days.
8. Use the local resources. Pick up copies (if you are military) of Japan Update, the Stars and Stripes advertising supplement, Okinawa Living (the MCCS magazine), and the monthly Kadena Services magazine. Check out the JET website. Read local blogs - http://www.okinawahai.com/ has made a big impact on the community, and has great recommendations for shopping, restaurants, and life in general. They have a drop down menu of local blogs, some of which are great for ideas on where to go and what to do while on Okinawa. If you are military, use the library system for movies, music, books, magazines, etc.
9. Explore 100Y stores. These are amazing places to outfit your new home with the trinkets that you had no need to bring from home. Places to start: the 100Y store inside the MakeMan in Mihama, the Awase shopping centre 100Y store, the Ginowan plaza 100Y store (on the 58), the one on Hamby street between Chatan and Hamby, and the one on the south side of the 23.
10. Pick up a hobby or two while here. The weather sometimes does not cooperate with outdoor activities, so a few indoor interests will bridge the gap. The Kadena skills center is a good place to start, but there are tons of classes in all sorts of places on and off base. Recently, we spotted classes in flamenco dance.
11. Carry a digital camera with you. This is helpful to capture things like ferry timetables and opening hours for stores and restaurants. And of course, there are tons of beautiful shots just waiting to be taken.
12. Your phone will probably not work here. Multiple Japanese phone companies offer various plans which aren't ridiculously expensive, so almost everyone gets a Japanese cell phone here.