The first days of graduate school go by in a blur for most new students. Even if you attend the same university as you did as an undergraduate, the graduate school experience is very different from being an undergrad. Is grad school harder than college? Definitely.
Coursework Is Just the Beginning
Classes are a big part of master's programs and the first couple of years of doctoral programs. But grad school entails more than completing a series of classes. You will take courses during the first couple of years of your Ph.D. program, but your later years will emphasize research (and you probably won't take any courses during those later years). The purpose of grad school is to develop a professional understanding of your discipline through independent reading and study.
The Apprenticeship Model
Most of what you learn in grad school will not come from classes, but from other activities such as conducting research and attending conferences. You'll choose and work closely with a faculty member on his or her research. As an apprentice of sorts, you'll learn how to define research problems, design and carry out research projects to test your hypotheses and disseminate your results. The end goal is to become an independent scholar and devise your own research program.
Graduate School Is a Job
Approach grad school as a full-time job; it's not "school" in the undergraduate sense. If you soared through college with little studying, you're in for a big culture shock as a grad student The reading lists will be longer and more extensive than you've encountered in college. More importantly, you'll be expected to read and be prepared to critically evaluate and discuss it all. Most grad programs require that you take initiative for your learning and demonstrate a commitment to your career.
Graduate School Is a Socializing Agent
Why is graduate school so different from undergrad? Graduate training teaches you the information and skills that you need to be a professional. However, being a professional requires more than coursework and experiences. In graduate school, you will be socialized into your profession. In other words, you will learn the norms and values of your field. Relationships with faculty members and other students are important to your career, and you'll make them in grad school. Most importantly, you will learn to think like a professional in your field. Graduate school shapes the mind and leads students to think in new ways. You will learn to think like a professional in your field, whether a scientist, historian, educator, philosopher or practitioner. It truly prepares you to immerse yourself in a specific field - especially if you choose to become an academic professional in the long run.