God - Rely on Him daily. Go to Him in prayer - and let others pray for you. No request is ever too small or to big for God. He saw your baby in the womb and knew each step you would take in the NICU. Let Him be the source of your strength.
Focus on Truth - When faced with an uncertain future, it is easy to become overwhelmed with the what-if's and the possible outcomes. For us, there were many potential issues that the Drs had to warn us about. I became overwhelmed and defeated when I looked at the what-ifs. My dad encouraged me to look at the truth...the actual - right now - TRUTH. Looking at the positives that were happening daily, was what helped get is through "Finally, brothers and sisters, whatever is true, whatever is noble, whatever is right, whatever is pure, whatever is lovely, whatever is admirable - if anything is excellent or praiseworthy - think about such things." Philippians 4:8
Family - Whether your family is near or far, ask for support. Our family was so great at providing words of encouragement, meals, hugs, and even moments of laughter.
Be involved - For us, helping with "cares" was a vital part of making our connection to our son. "Cares" were as simple as temperature checks, changing diapers, or using a Q-Tip to swab the mouth with breast milk. The nurses also suggested that we read to our baby, even when he was heavily sedated. It wasn't a huge action, but it made a HUGE impact in our ability to connect with our son. If allowed, sit in on the Doctor's rounds - even if you don't understand all of the medical terms, it will help to be better informed.
Accept help - At first, we were reluctant to accept help from those offering it. The reason was denial. We didn't want to accept help, because that meant also accepting the reality of our circumstances. However, as we let people bring us snacks, visit us in the hospital, and run errands for us, we felt more connected to "normal".
Take time for yourself - If you aren't taking time to take care of yourself, it will have an affect on caring for your little one. As hard as it is to get "rest", you need to do it. We ran ourselves ragged and tried to be there at every waking moment, only to find ourselves completely exhausted at the end of the day. Your body can't keep up with an exhausting schedule forever, so take time to rest. Even if it means having a friend come to the hospital for some coffee, or running a few errands out of the hospital. Note: mental rest is just as important as physical rest.
Get to know the NICU staff - They are your cheerleaders, and the caregivers to your baby. Get to know their names, and ask questions. We absolutely loved our nurses, especially our phenomenal primary nurses. They were able to answer questions and if they didn't have the answers they would make note of our concerns, and ask the Dr. for us.
Become familiar with your surroundings - the beeps, dings, and buzzing sounds that accompany the NICU can be very cumbersome. It is helpful to know what they stand for, so when they go off you know what they mean.
Celebrate - It sounds strange, but don't forget to celebrate your newest little family member. I didn't know how to respond to people congratulating us. On the one hand, we just had a baby - but on the other hand, or baby was very sick and in the hospital. I wish I could have celebrated him more, and treated his birth more like I would have had he been healthy and full-term.