A lot of people are covering etiquette but a couple of things to try insofar as technique:

1. try playing around with a low shutter speed and intentional camera movement; something like 1/4th sec, hold the camera still for 75% of the exposure and then swoop the camera in a direction of your choice. This works best with bright lights in the background that generate trails. The look is something like this

2. Try setting your metering to “highlights” mode - a stage environment will likely have very bright highlights and very dark shadows, default metering will try and balance exposure for both. Highlight priority can let those shadows fall away and get a dramic contrasty look

3. Practical effect filters like a mist filter, prism filter, or star filter are all really fun and a little spice to your set.

4. Get a good mixture of individual shots and whole-band photos.

5. If you can have two camera bodies for two different looks (close ups/wide, effect filters/clean) its absolutely worth it instead of trying to swap lenses and filters on the fly. Use a versitile zoom lens if not.

6. Have fun, remember you deserve to be there they hired you because they like your work, and you’re gonna do great!

Perhaps too elementary but I’d autobracket each time so you don’t have to deal with tricky exposure situation. All other posts go into greater detail so I won’t comment on those fine suggestions