I personally find these to be true in the realm of lolita fashion, but in case you're wondering, I pulled most of these off the lolita_handbook. It's a livejournal page, if you google it you'll find it!
Don't: Whiteface. Unless you're cosplaying Mana and you have hours to spend on perfecting your look, don't try it. It rarely ever looks good in normal lolita anyways.
Do: Opt for natural makeup. Gothic and punk lolita can accomodate some darker makeup, but don't overload.
Don't: Wear a miniskirt. This should be obvious, but lolita skirts are typically knee-length or longer, depending on the style. Ero-loli offers some shorter skirt options, but your private parts should never be nearly exposed.
Do: Wear a petticoat an inch or two shorter than your skirt. This will prevent it from peeking out.
Don't: Forget to style your hair. A half-assed ponytail doesn't mix will with your lolita finest.
Do: Experiment with hairstyles. Braids, messy buns, curls, pigtails etc all work well with lolita.
Don't: Cat ears. Unless you have a garment with them or you're going to a themed party, cat ears generally look too costumey and will label you an "ita" by some.
Do: Add anime appliques to your clothing if you insist on incorporating your favorite animal.
Don't: Wear socks over tights. It looks weird. This can be countered however if you have lacey tights and wear black knee sock or something though.
Do: Wear a pair of wool stockings during the winter months to keep warm.
Don't: Cheap lace. It always looks bad and it's usually itchy. If you don't want it on normal clothing then you definitely don't want it on your lolita.
Do: Quality lace and ribbons, but don't overload on it.