A key thing is to know your own body, and if anything seems to be odd or not normal to you, get it checked.
I was lucky, because my gynecologist noticed a cyst on my ovary during a routine exam. It didn't appear to be cancer (and actually, it probably wasn't, at the time), but we started watching it. So, we saw when it started to grow, decided I needed surgery, and found the cancer in the surgery.
I had some pills to take before and for a few days after the chemo. These were mainly anti-nausea pills, and they worked! I never felt nauseated. The chemo itself was basically getting an IV drip in my arm for about 5 hours. I'd leave feeling fine, would still feel fine the next day when I had to come in for a shot (Neulasta, helps white blood cell counts). The next day I'd start feeling a bit less fine, and would gradually get worse for a couple more days. This wasn't anything really specific, just a general achiness and lack of energy.
About a week after the chemo I'd gradually start to feel better each day. By the third week I'd be feeling just fine, and then it would be time to start the process all over again. I had to go through the process 3 times. I thought it got easier each time, but possibly this was just because I was knowing what to expect.
Of course, people are different, cancers are different, and there are different chemo treatments. Other people's experiences might well be different from mine.
Once it started falling out, it tooks several days before it became obvious that my hair was thinning, so I didn't do anything special at first. It's interesting how much hair you can lose before it becomes apparent. I think I read somewhere that you can lose something like 50% of your hair and it will still look pretty normal.
When my hair started to look thin, at first it showed mainly around the front hairline, so it would look OK with a hat.
After several more days it was looking thin even with a hat. That's when I started wearing wigs or scarves/turbans whenever I went out in public.
After 2 weeks I thought it was looking really pathetic; that's when I decided to just shave my head and get rid of it.
The other part is no, I never lost all of my hair, but I believe that's because I only had 3 chemos; I've heard that it's usually after the 4th chemo that one loses the last of one's hair. I did go bald because I shaved my head. But I actually still had some active hairs on my head. There were just a very few per square inch, but they kept growing.
I did consider getting a henna design on my bald head, but that didn't happen.
About a month after my last chemo, the few remaining "old" hairs on my head were maybe 1/2 inch long and it was starting to look pretty weird, so I shaved my head once again. I figured that'd give the new hair a more even start with the old hair.
In terms of care, I found that my scalp was somewhat dry and itchy, so I put mosturizer on it, much like I did my face.
Something that might be considered odd happened a while after the hair started regrowing. Maybe 5-6 months later, I started losing a lot of eyelash and eyebrow hairs... again. Although I didn't totally lose them, my eyelashes and eyebrows did get rather thin... again. I wasn't totally surprised at this, however. It kind of makes sense when you consider that if all the hairs start growing at the same time, they're probably all going to stop growing (and fall out) around the same time also. As of this writing, I haven't had a chance to observe if this will happen a second time, but in any case, I figure it'll randomize itself back to normal at some point.
For going out in public, I stuck with the wigs or scarves for a while, and added hats to the mix after the hair became visible enough.
I didn't actually go out in public with it until it was about an inch long, maybe longer. That was about 3 months after it started growing back. I might have exposed it earlier, but it was a cold winter! I was surprised how cold your head can get when it doesn't have much hair to cover it.
Secondly, investigate various organizations that will give stuff away to help cancer patients. Take advantage of it when it's appropriate for you (sometimes they depend on what kind of cancer you have, or what kind of treatment). The best way to find out about these things is probably to ask someone who's had the same kind of cancer. Here are the ones I know about:
Second, make a point of doing things that give you pleasure. This is another second-hand tip, but it's one that stuck in my brain. If you like going to the beach, do it. This is definitely the time to make time for yourself.