I hate shot lists; I like when I'm given a half dozen or so critical moments, though. In your case shooting your first, I'd say definitely get a comprehensive list put together by going over the day's events with the bride especially and by previsualizing the day. Stick to the script on the day for at least your first couple of weddings. That would be my main recommendation.
The hardest part to shoot, I think, is the time after the ceremony and before the reception (bridal portraits, formals, bridal party etc.). Everyone will be looking at you waiting for you to take command. If you haven't been in this position before, it's rather frightening the first time. My suggestion is to practice being the 'agent', being the one in control by practicing on a couple of friends--e.g. take them out to a field and photograph them; but don't just photograph them, pose them, look at them, look at the light, look at their expression. Being able to be fully 'present' and watching (even while you're looking !) during the bridal party / B&G shots is probably the most difficult part of the day.
Above all, come to the day with ideas, lots of them.
Last thing--and this is hard to do: during the wedding, step aside for a few seconds (maybe whilst chimping some of your shots) and ask yourself: have I missed anything ? What's coming up in the day that I should prepare for ? Do I need to correct for any errors I've made so for ?