When I arrive at the airport, and prior to getting in the security line I take everything out of my pockets (wallet (after removing my ID), change, keys, phone etc.) and put them in either my jacket pocket or my carry-on bag as both of those will be going through the x-ray machine. Many people forget about their belts, and this can set of the metal detector so it's a good idea to remove that too. The end result is that the only thing I carry on my person while going through security is my ID and my boarding pass.
By doing this you will do yourself a favor, as well as those in line and those working the lines as it will speed up the process and make it less likely that you will set off any alarms.
If you are wearing a hooded sweatshirt, you will likely be asked to remove that too - unless you don't have a shirt underneath it; you may be asked if you have something underneath but if not and they ask you to remove the sweatshirt just let them know.
If you've had any type of surgery where you now have some sort of plate/pins let them know as those could likely set off the detectors (they'll wind up wanding you too).
As far as transferring to your connecting flight, you likely will not have to go through security again (it could happen at Logan if you were switching from American to US Air, or any airlines that are in different terminals).
Once you get through security, and find your gate, pay attention to any announcements or notifications about a possible gate change. And lastly don't hover around the jetway until they call your boarding group/row number; that is one of the biggest pet peaves of many travelers.
It's really not as intimidating as I've made it out to be, enjoy your flight.