I'm not a Veteran SG, but even a little experience with goes a long way
Here are some of the things I/we learned along the way, or that I recommended to my players when I ran a game.
As previously noticed some Abilities should not be forgotten. Offer some guidance to the all-new players when creating characters. No characters should start play without scores of at least 1 in Athletics, Awareness and Brawl - unless they know exactly what this means! Abilities like Area Lore, Folk Ken and Guile are also highly recommended. For Magi especially the ones related to Hermetic Magic are important, and new Magi should have scores of at least 1 in Concentration, Finesse and Penetration - you get so much for just 5 xp. As previously mentioned the SG should also highly recommend skills such as Code of Hermes, Order of Hermes (Organisation) Lore and the 4 Realms Lore's.
The Core Rulebook has a 'Hermetic Magi Recommended Minimum Abilities' table on p32, which is often overlooked. Makes sure the players know what they are doing even if taking this 'package'. I particularly find Magic Theory 3 to be a very low score, especially if the character has a Hermetic age of +X. Tell the players that Magic Theory does not only add 1 to all lab work, but also acts as a maximum cap for amount of Vis usable each season. This is extra important when creating a Talisman since you players will be sorely disappointed when he finally gets his hands on that Ruby; that he needs a Magic Theory of 10 to make it part of his new Talisman! With the recommended score of 3 he disappointedly settles for Silver as the best he can get, and attunes for +10 harm lycanthropes - only to realize that he can only get a +3 bonus as it is capped again by Magic Theory... The Rulebook also recommends Profession: Scribe in the text, but I've never actually used that much. I'd consider Latin much more important since the recommended score of 4 is not even enough to write books (also see below).
We have recently begun using Lab Texts for spells on a much larger scale than previously. Realizing that you automatically create Lab Texts for everything you do (and those for spells are really versatile), they should be much more common. For others to be able to use your personal Lab Texts, spend 1 season copying Latin x20 levels of spells, and your spell library just got a great deal better! Note that you could also probably earn more Vis by selling Lab Texts than using CreoVim to destill Vis from an aura. The combination of Lab Texts being so useful and so 'inexpensive', the Magus I currently play often brings a Lab Text to the Covenants he visits as a hostess gift. He gets to brag a bit about his creative spell inventions, and spreads them in the Order - while offering a substantial and useful gift, that only cost him say a quarter of a season. In return he has sometimes been offered a Lab Text from their library in return as a parting gift. In my opinion this type of 'writing' is much more readily useable for Magi than writing books and new players should be told about this.
If the players have not played ARS before they should know that all kinds of combat are lethal - so is crossing a river sometimes. This is especially important to stress if the player's are new to ARS but not to roleplaying in general, e.g. D&D. Sometimes ARS is completely non-lethal for seasons of politics, research and studies, but whenever you do go adventuring - you should be extra careful! You can die from wounds, and you don't regenerate HP overnight. Everything doesn't have Challenge Ratings ensuring that you should be able to defeat your adversaries. Even a great Chirurgy score can't remove wounds on the spot, and you cannot buy healing potions no matter how much Silver and Vis you've got.
If you have a fairly large group of Magi, make sure one of the players has at least one healing spell. A troupe often has a Creo or Corpus specialist, and healing spells are common in the Order. If necessary you could emphasize the awesomeness of Healing as a Minor Magical Focus, which in my opinion is very overpowered. This way a character with scores of about 6 in Creo and Corpus might be able to start play with a level 30 healing spell, which would get your Troupe a long way.
I ran a Saga in Finland where none of the players were interested in Healing spells, so I had the single NPC of the Covenant be a Corpus specialist. This made it really easy for everyone since he could then just Teleport to their aid, cast a healing ritual, and teleport home to recover from the Long term fatigue. As a Corpus specialist and a Bloodcap from House Mercere (Puissant Creo) this was really easy for him - but also a bit too easy for the players. His role in the Covenant was to collect Vis for healing rituals (possibly through his Creo score) and heal the other players. Each time he healed the players he scored 3 pawns of Vis, however, since he had the virtue of Mercurian Magic - and just spend his seasons in the lab doing research instead and binding a familiar. After a while I made a story that would ensure, that they players realized he had been playing them, but at that point what could they do? He was not to be trusted, but he had saved their asses on several occasions already, and they noone else knew anything about healing. Also casting him out of the Covenant was potentially dangerous, as plenty of Vis and studytime had made him somewhat stronger than the individual player characters; he had a better Parma, a Familar, and they knew he had PerdoCorpus spells, offensive RegoCorpus spells and could teleport away if in trouble. Also if someone got wounded in a fight, who would heal them Finally the players had been naïve enough to give him Arcane Connections to them, so that he could always come to their aid with a teleport spell...
Often overlooked, in the games I've played. Warping is a great deal of fun, when it starts to affect the Covenfolk. You could track all warping points, or you could just apply changes gradually over the course of a Saga. Just remind the players that having Covenfolk within a strong aura, and transforming them Werewolves whenever the Covenant is under attack - will have an effect on them in the long run! Also, please encourage players to keep track of Warping, since it is easy to forget. A magic aura might not affect them and their own spells don't either, so they tend to forget all about it unless they are specifically told. I'm the healer in our Covenant, and each time I cast a healing spell on our players, I tell them to add a Warping point - to their genuine surprise every single time I'm casting a Circle version of Gentle Caress of Aeschlepious, so people just join in whenever someone gets healed even if they only suffer from light wounds. But recently one of my fellow Magi decided not to join the ritual, because it was not worth it to get the Warping point.
Twillight is too cool a tool to not be used. And if Final Twillight is the great equalizer, then the players should be reminded that you actually do accrue warping points, albeit slowly, from the very beginning of your career. Thus Twillight is not just for old Magi to worry about. If you cast a lot of spontaneous spells in strong auras as a young Magus, you should expect to get quite a few warping points from botches along the way.
Hope this is useful for someone. It would have been for our Troupe once we began playing