Tips For Your First Time Being an Extra on Set

Wardrobe options: bring 4-5 shirts and maybe 2-3 pants unless specifically told otherwise in your welcome email. Pick different styles and colors. Make sure there are no logos, images, or artwork on them. Nothing that could potentially be a trademark or copyright issue. Usually a regular black pair of shoes is fine. Never hurts to bring a second option, though.
"Holding" is this space where all the extras wait when they're not needed on set. It may be nearby where they're filming, or it could be far away. Holding will be your second home. You will either be on set or in holding
If you have to go to the bathroom, let a Production Assistant ("PA") or your Assistant Director ("AD") know first. If one of them isn't around, then let a few other extras know in case the PA or AD comes looking for you to call you to set.
Always be aware of your volume. While you're in holding, you'll probably have other extras to talk with. Sometimes it's easy to not realize how loud you're getting. If you're anywhere near set, you may hear them yell "quiet on set" or a PA may come and tell you to be quiet. If that happens, just be quiet. That's all you need to do. They don't need big apologies or explanations or anything. They just need it quiet so they can get the shot.
You may be in holding all day -- or barely ever at all. Some days, you're on set ALL DAY, running around and yelling and doing high energy things. Those days are exhausting. So if you get a day where you can relax in holding for several straight hours... ENJOY and APPRECIATE that!
You may want to bring a book to read. Lots of experienced extras do. If you want to listen to music or play games on your phone, use earbuds -- but make sure you can also easily hear the PA or AD if they call for you.
When they call you, be ready to drop whatever you're doing (reading, playing a game, etc) and jump to your feet, ready to go to work. They may call for you specifically, or they may call for your "category." So the PA or AD may say, "Okay, I need all of Group C" or "Police officers, detectives, office workers, you're up!" Know your category and be ready for whenever they call for it.
The PA or AD will then escort you to set. They will tell you where to stand or sit. They will tell you, "on action, walk over there" or some other instruction. There will probably be a rehearsal, but not always. Either way, don't be nervous. You're literally part of the "background" to help bring the scene to life, but all the focus will be on the "principal" (speaking) actors. (Unless, of course, you're "featured"; more on that next.) Your only job is to look as natural and human as possible, without making ANY noise at all (even if you're "talking" with another extra in your scene; always do pantomime, always stay quiet). Just don't look into the camera and you'll probably be fine. :)
If you are "featured", that means you're still a non-speaking extra, but the camera will focus on you for a bit. Usually they ask for volunteers to be featured. If you're nervous and/or just prefer to disappear into the crowd, then don't volunteer. But sometimes the PA or AD will request you specifically. (It could be your look, wardrobe, the right height, any number of reasons.) If you're REALLY super nervous and uncomfortable, tell them that. They'll either help you relax or find somebody else who does feel ready. But remember: it's film. If you or anybody messes something up, they'll just cut and try again for another take. It's totally common to feel nervous and excited the first time you're on set. But we're all here just to tell a story and we get multiple chances to get it right. So relax, have fun, enjoy yourself.
Unless a PA or AD tells you to change what you're doing, KEEP DOING whatever you're doing, take after take. You should always assume that if you get no notes/instructions to change anything, then they like what you're doing and you should keep doing the same thing each take. However, sometimes (often) they will tell you to make changes and adjustments. That doesn't mean you did anything wrong, either. Adjustments are always made for many reasons.
Extras come in all shapes, sizes, and backgrounds. Some have a lot of experience. Some have little or none. You are all welcome..
If you don't know or understand something, or aren't sure what to do, JUST ASK a PA or AD. They'd rather you pause for a minute to understand what they mean or how to do what they want, than for cameras to start rolling and then have you do it completely wrong. No one gets upset when someone asks for clarification.
When cameras start rolling, extras usually start moving before "action" is called. Extras begin their action when you hear the AD say "background". Then "action" is called for the principal actors to begin. There's a whole list of things they say before the scene actually happens. You'll hear "picture's up!" and "roll sound" and "sound speeds" and "roll camera" followed by "rolling". Usually all the PAs will yell, "rolling, rolling!" Including ones on a radio, far away from the actual set. So no matter where you are (in holding, on set, hair & make-up department, etc), everybody knows when the cameras are rolling and they're going for a take. Then they'll say "background" followed by "action". Stay in character until you hear "cut!" Never look directly at the camera.
Now let's talk about food. Usually nearby holding will be the "craft services" table, which includes an assortment of snacks and drinks. There's usually water bottles and soda, fresh fruit, granola bars, chips, coffee, tea, bagels... It really depends on the day and production, but those are some common staples. If you're not needed momentarily on set, those snacks are there for you to enjoy too. Craft services are for everyone, so obviously, take what you need but leave plenty to share with others.
For actual meals (breakfast, lunch, and/or dinner as the case may be), The principal Cast and crew must eat first.. They also have to rush back to set first. So let the crew and principal actors be first in line to get their meal. There is always plenty of food. Usually food goes to waste and gets thrown out. So no worries. Just be patient. You may be tired and hungry. So is everyone else. Extras are at the end of the food line. That's just how it goes. (But if it makes you feel any better, the PAs actually eat after you -- and they are usually the first to arrive on set and the last to leave after a long day too. PAs are so under appreciated... but it's the entry job that opens up doors to all the better crew positions.)
Be on time or early. You don't know what the parking situation is gonna be like. You might get lost trying to find the place. There could be a long line from all the other extras and crew members arriving at the same time. It's better to be early than 5 minutes late. If you get there early, the PAs will appreciate and respect you, and tell you just to wait until they're ready to start checking people in. Late arrivals can cause a snowball effect of delays that can put the entire production behind.
Expect to be there 10+ hours. Much of that time could be spent in holding, talking with other extras, eating free food, playing games on your phone... But it's very common to be there for 12 or more hours on typical film sets. Sometimes, however, you may only work 3-4 hours if the sceens are only being done part of the day. It's super rare, but it does happen.

Modified from Reddit post: https://www.reddit.com/r/acting/comments/qycn8e/tips_for_your_first_time_being_an_extra_on_set/