Make sure you have all your supplies together before you get start, especially when wet felting, you don't want to have to find things when you are all wet and soapy.
A great way to dye small batches of a bunch of colors at once: Take 5-6 spaghetti sauce mason jars and fill them about half way with water, add about 1/8th tsp Acid Dye color of choice to each jar and a TblS of white vinegar, stir well. Stuff each jar with roving, and then place in a large sauce pan. Add water to the pan until the water is about 1 inch from the rim of the pan. Simmer as normal for acid dyes. Let cool, remove and rinse roving, let dry and then start felting.
To help raise your work table if needed bed risers are a cheap and easy fix.
We can't carry everything and textured surfaces to roll your felt bundle on greatly help speed up wet felting, keep your eye out for waterproof textured mats at places like the hardware store, pool supply places and seasonal sales.
Whether needle or wet felting, stop often and check the density of the wool across your work, you want to keep it as even as possible so things shrink at a similar rate and you don't end up with weak spots in your final product.