This study explored the learning experiences of first-year information technology students at the beginning of their studies. Identifying the early experiences is important, as we know they can predict later challenges and persistence in studies. We focus on a novel understanding of relations between learning approaches, self-efficacy and burnout experiences, and relations between these experiences and study progress. We combined the quantitative survey data and the qualitative interviews to create a detailed view of first-year challenges. Interview data was used to deepen the understanding about students' experiences. We found that burnout and self-efficacy correlated negatively with each other. Burnout also correlated negatively with organised studying, and positively with surface approach. Self-efficacy correlated negatively with surface approach. Study progress correlated negatively only with surface approach. Two-folded causal relationships are considered, and possible interventions to enhance students' self-efficacy, support them with time management and studying skills, and prevent burnout are discussed.