I would...
*Save up like a ton of money at least $1000 to spend on Ayu goods (and some otaku goods as well hehe

)
*Study some basic Japanese
*Start memorizing the lyrics to the songs on the tracklist
*Start working out but not for the same reason as Captain K though it'll help! XD
*Buy a cool outfit specifically for the concert
*Buy a Panasonic camera, lol.
*Make a list of everything I want/need and where I'm going to go and look over it a gazillion times before I even get there
*Mentally prepare myself for traveling across the world to a foreign country which I do not speak the native language
and
*Mentally prepare myself to be a foreigner sticking out in a arena of screaming Japanese people.
Basically my preparation for the concert is the same as my preparation for going to Japan period. XD