Here is a lesson I learnt bouldering today; if you don't warm up properly, you'll have to go home early.
So Public Service Announcement: Stretch! Don't start on a tricky one!
Stretching is always good to stop you from pulling anything you shouldn't, and you'll find it a lot easier to do some high legs. Do some lunges, touch your toes, those ones where you try and hold your hands behind your back. It all helps.
Being eager is great, but throwing yourself head first into a challenging problem will make you sore and wear you out. Start from the V0s and work your way up.
And a side note - take breaks! Constantly throwing yourself at the wall is going to take it's toll on you!
Follow these tips and you probably won't be going home after 20 mins feeling a bit embarrassed.