One of the biggest things you can do as a D1 is study hard and keep your grades up. A bulk of your rank/grades are determined in your first two years. Just like college, if you start out with a low GPA, you will spend the rest of your time trying to bring it back up.
Shadowing can help expose you to the specialty and see if you like it. Depending on the specialty, eventually you can do externships and that will be valuable.
Research is good because most specialty programs require you to do a research project, masters or publication as part of the training. If you get involved early on, it can be a resume builder.