I'm just about to go out OTR with my mentor, so thought I'd share my experience at Millington for those about to go, or thinking of going.
This probably also applies to Swift's other facilities as well.
Millington's facility is located on a decommissioned airfield. You'll be spending two weeks doing a lot of standing/walking on tarmac. Between that and the walking you'll do from the hotel to restaurants and shops, your feet will KILL YOU if you don't have good walking shoes along. Don't trust that your sneakers will be fine, either - invest in some cushioned insoles.
Since it is an open airfield, you'll be exposed to the elements - especially wind. This past winter was probably unusually cold for Memphis, but still, you should be prepared - either bring along warm clothing for the winter months, or enough cash to get some. I believe Swift recommends you bring a rain poncho, and you should. A windproof/waterproof slicker will save your butt from cold winds or rain. Walmart has some good ones made by Coleman in the sporting goods/camping section for 20-30 bucks (coat and pants). There are a few "doghouses" set up for shelter, but usually you'll be too busy serving as spotter for another student to make much use of them. Students aren't allowed to "ride along" unless it's brutally cold out.
If you're travelling to Millington by Greyhound, and you've never ridden a bus before, know that the cabin lights don't work at night. If you want to read, you'll need a light source. Most buses have wi-fi now (If it works, and if the driver remembers to turn it on), and power outlets to plug your electronic devices in. Food and non-alcoholic drinks are allowed, so bring a bag of snacks and a couple drinks - the vendors gouge the hell out of prices at the terminals. The one's with a cafeteria aren't so bad, but more pricey than fast food.
Seems that most of the lines do make at least one stop at a McDonald's, so try and save your money until then.
Greyhound is also much easier on smokers than Amtrak, as far as having time to smoke at stops.
Speaking of smoking, at Millington it is only allowed in designated places during break. (Thanks to all the people who had to flick their butts everywhere!)
The instructors can seem a little gruff at first, but they're just trying to get people serious. Remember that they've seen all walks of life, week in and week out. Don't be intimidated, and if you're not getting something, go to them with it. Each one has their own special "vocabulary" in describing techniques and maneuvers - if one's just not making sense to you, try another.
Bring a watch. This is to time the other student who is in the truck you're waiting to use for practice. Each week, there's a couple of students who got held over because they failed on a maneuver. These students tend to hop in the truck setup for the maneuver they need to practice, and HOG IT for the rest of the day. The instructors will allot time for everyone to do a couple of rounds with their maneuver before switching out - hold your fellow students to it (And hold to it yourself).
Everyone learns straight-line backing, offset backing, and pretrip inspections. Different states have other requirements you may also need to pass. The academy deliberately makes these maneuvers more difficult than the DMV, so don't agonize yet. Do your best, of course, but just realize that the actual test WILL be somewhat easier, and that you'll be spending weeks with a mentor further polishing these skills.
The big "Tip" that seems to get passed on from one group of students to the next is that there's a "good truck" to use, or a "good lane" to do your straight-line backing maneuver in. This is true to a degree, but the instructors use those trucks/lanes anyway, so knowing about it isn't some big magic trick. Don't count on stuff like this to get you through. If your technique isn't working, get with an instructor and fix it.
Offset backing is simply like starting from one dock, pull forward, and back into the dock next to you. The instructors have a set-in-stone method they'll want you to use, and it works, provided you visualize what your rig is doing, and STOP if the maneuver gets out of whack.
Remember that you can go FORWARD as well as reverse.
The maneuvers are set-up with traffic cones. Those cones are like the instructors' children. They will scowl and fuss when you run their children over. If you don't know what the rig is doing, if you don't know where you're headed -- STOP! Get out and look, pull forward until you can see what you need to in your mirror. You shouldn't need someone outside of the rig to shout "CONE!" at you, you should know you're getting close, and fix it.
Please, think of the cones.
The pretrip inspection is going to look daunting at first - it's at least five pages long, and you have to do it from memory. A lot of it is repetitive - you'll check the same things on the front axle, rear axle, and trailer axle, for instance. For those not mechanically inclined, it can look overwhelming. You'll get it, but practice and read it as much as you can.
Pay VERY close attention to the brake system checks/tests inside the cab. Those checks must be done exactly. Anything missed or out of order is an automatic fail.
Finally, the classroom portions, which will be a couple days at the beginning of the weeks. The main things they'll want is to introduce you to keeping a logbook, and map reading/trip planning. You won't "get" everything about this, but don't agonize/stress too much at this stage - again, remember that you'll eventually be going OTR for 5 weeks with someone who's been trip planning and log keeping for a while. You've got time to figure it out.