I'm going vegan, and need nutritional advice!?

First of all I applaud your transition as I myself am currently undergoing this as well
As far as nutrients go, daily mutivitamins are definitely recommended for vegans. Just make sure they are free of animal derived ingredients.
Now that dairy is out of the question, replacing milk with soy or almond milk will give you all the nutritious elements of milk without all of the cholesterol and negative side effects.
Purchasing soy cheese, yogurt, mayo, etc all contain soy ingredients which will seamlessly transition your diet from intaking dairy's nutritious elements to soy's similar nourishment.
Hope this helps

Here's a link to VeganHealth website. It's run by a vegan registered dietitian. You might spend some time there before you make the leap. He's pretty upfront about the pitfalls of a vegan diet and how best to avoid them. He gives a good run down of what vitamins vegans and some vegetarians should be taking.

http://www.veganhealth.org/

I see soy is being pushed to you. Before you start eating a lot of soy (burgers, hot dogs, tofu, cooking oil, milk, etc., etc.), you might want to take time to read this article: http://www.menshealth.com/nutrition/soys-negative-effects

As you can see this is not a myth or a rumor. He did grow man boobs. His case has been documented and written up for medical magazines. Be careful with soy.