1. Watch the front of the sail edge on the main and jib.
If it starts to luff, you have two choices: tighten the sail sheet until it stops luffing, or steer away from the wind (bear off). When the sail luffs, it means that you are heading too much into the wind for your current sail setting. If you bear off slightly, (away from the wind) your sails will stop luffing.
2. Watch your wind indicators (telltales).
If you see it change so that the wind is coming from a direction that is more behind you, you will be wasting energy. Let out the sail until it is perpendicular to the wind. You will be constantly; watching the sails, the telltales, and trimming sails because the wind won't blow from a constant direction for long.
When the wind is at your back and side (aft quarter), it's called a broad reach. This is the most efficient point of sail as both sails are full of wind and pushing the boat at full force.
When the wind is at your back, you are running with the wind. This is not as efficient as reaching, because air moving over the sail generates lift and more force than just the wind pushing the boat.
When running with the wind, you can pull the jib over to the other side of the boat where it will fill. This is called wing-on-wing, and you have to maintain a steady hand on the tiller to keep this sail configuration. Some boats have a "whisker pole" which attaches to the front of the mast and the clew of the jib which makes the jib much easier to control and keep full of wind. Be sure to be vigilant of obstacles and other vessels, as having both sails in front of you blocks a significant portion of your view.
Be careful—when the boat is running, the sails will be way off to the side, and because the wind is basically behind you the boom can change sides suddenly (jibe or gybe), coming across the cockpit with quite a bit of force.
If you have a wind direction indicator at the top of your mast, do not sail downwind (run) so that the wind indicator points toward the mainsail. If it does, you are sailing with the boom on the windward side (sailing by the lee) and are at high risk of an accidental jibe. When this happens the boom can hit you with enough force to knock you unconscious and out of the boat (overboard).
It's a good practice to rig a preventer (a line from the boom to the toe rail or any available cleat) to limit the travel of the boom across the cockpit in case of an accidental gybe
3. Close reach.
Turn the boat slightly into the wind ("head up") so your heading is about 60-75 degrees off the wind. You will have to trim in the sheets tighter so the sails are more closely in line with the boat. This is called a close reach. Your sails are acting like the airfoil of an airplane: the wind is pulling the boat instead of pushing it.
4. Close haul.
Continue to turn into the wind (head up) and tighten the sheets until you can go no farther (the jib should never touch the spreaders on the mast). This is called close-hauled, and is as close as you can sail into the wind (about 45-60 degrees off the wind). On a gusty day, you will have all kinds of fun with this point of sail!
5. Sail into the wind to an upwind destination.
Sail a heading that is close to upwind in the direction of your destination with good speed, a close reach. Close-hauled will be the main and foresail pulled tight along the boat centerline and will allow the boat to sail closest to directly upwind, but speed will be smaller. On most sailboats this will be about 45 degrees from the wind direction.
When you've gone as far as you can on this tack, turn the boat through the wind (or changing direction by tacking), releasing the jib sheet out of its cleat or off the winch drum as the front of the boat (bow) turns through the wind.
The main and boom will come across the boat. The mainsail will self-set on the other side, but you will have to quickly pull in the jib sheet on the now downwind side to its cleat or winch, while steering the boat so the mainsail fills and begins to draw again.
If you do this correctly, the boat won't slow down much and you will be sailing to windward in the other direction. If you're too slow tightening the jibsheet again and the boat bears off the wind too much, don't panic. The boat will be pushed sideways a little until it gains speed.
Another scenario would be to fail to put the bow of your boat through the wind quickly enough and the boat comes to a complete stop. This is known as being in irons, which is embarrassing, but every sailor has experienced it, whether or not they'll admit it is another story. Being in irons is easily remedied: when the boat is blown backwards you will be able to steer, and as the bow is pushed off the wind you will achieve an appropriate angle to the wind to sail.
Point the tiller in the direction you wish to go and tighten the jib sheet to windward, (backwinding the sail). The wind will push the bow through the wind. Once you've completed your tack, release the sheet from the winch on the windward side and pull in the sheet to leeward and you'll be on your way again.
Because speed is so easily lost when tacking, you'll want to perform this maneuver as smoothly and quickly as possible. Keep tacking back and forth until you get to your destination.
6. Go easy when learning.
Understand that it's best to practice on calm days, and so, for example, learn to reef your boat (make the sails smaller). You will need to do this when the wind is too strong and you're being overpowered.
Reefing almost always needs to be done before you think you need to!
It's also a good idea to practice capsize procedures on a calm day too. Knowing how to right your boat is a necessary skill.
7. Sail safely.
Remember that your anchor and its chain/line (rode) are important pieces of safety gear and can be used to stop your boat from going aground or can even be used to get the vessel floating again should a grounding occur.