I have a few pieces of advice.
First off have fun! It's suppose to be a enjoyable experience.
Second I would make sure you know where the stage door is before the show starts. I usually go in the theatre and if I don't know where it is than I ask a usher and ask them the best way to get there once the show is over.
Third leave right after show is over, right after curtain call. People leave before its over and during and I think it is so rude. I have left right after curtain call and have gotten great spots at the stage door. I like to be right at the front just in case I want a photo with anyone but sometimes that doesn't always happen. Certain stage doors, SpongeBob, Boys In the Band, and DEH have small stage doors so people are piled up on each other and it can get crazy. But for Harry Potter it is super long which helps a lot.
Fourth, make friends at the stage door! I usually make friends at the stage door (people I have meet in the theatre or people I met at stage door) and that can be really helpful, especially if you are going alone. That can be helpful with getting good pictures (I'm not great at selfies) and just in general.
Fifth I would be prepared for what you want to be signed and what you are going to say, if you want certain things signed have it ready, if you want a picture have your phone ready.
Sixth make sure to ask performers! If you want a picture ask first, if you want to hug them ask first! Usually they will do it but just ask! Also some performers will ask before you do if you want a picture and sometimes they will even take the selfie.
Some people have said bring a Sharpie but most stage doors I go to the performers already have their own. I usually never bring a Sharpie and I have been fine. Some performers will not take pictures and not sign certain things. Like for instance when I saw Boys In The Band, Matt Bomer would not take pictures but other shows he does, it just depends. For SpongeBob, Ethan Slater came out and the security guard told us he was not talking because he was on vocal rest. And I have heard Andrew Garfield did not sign Spiderman stuff, because there are stage door fans that are their for the work that they just say but people that stage door do sometimes do it just so they can sell it on eBay.
Lastly, just be nice and respectful. As I said most of my stage door experiences have been great and I have made friends and it has been really enjoyable but once in a while there can be rude people. Usually I am at the front and try my best to help others get there stuff signed that are in the back, it's just nice to do. But sometimes there can be rude people and it can be frustrating. Don't be rude and make it a horrible experience for other people. I had a lady yell at me for being at the front for no reason, and she kept covering my phone when I was trying to take a picture with the actors to get her poster signed.