E8s and E9s, What is something you wish your subordinates knew about your job?

I am going to answer your question in the light of you are looking to become a 1SG/SGM. Just scraping the surface of years of experience/knowledge required for the jobs. Hopefully this helps.

1- COMMUNICATION: From what I see on this site, many are lacking in this skill, i.e. ability to spell correctly, grammar - the ability to put together a readable, understandable sentence/paragraph. How many times have I seen someone use the word "there" when the sentence required the word "their" or "they're".
2. REGS/TRAINING: So many come on this site wanting to know where to find this or that, such or such. Anyone on this site has access to the REGS online. But also every leader needs to know where to find these answers. SNCOs don't always have the time to find every answer, thus they need to know how to train soldiers. Not only are we responsible for training our replacements, we train the younger soldiers as well. Don't always give the answers, make them find the answers, then they will know where to look, thus once they become leaders they can train others. On the same note, you never let them fail. If they can't find the answer, play the 20 questions bit, make them think while your are leading them to their solutions.
3. LESS TIME WITH THE TROOPS: You will not get to do all the "fun stuff", you are one of he planners now, you are going to be more tied to that desk (I hated it), but you have to learn it because it is part of your job now. Also you must be knowledgeable in all aspects of your MOS. I was 11B, but as a SGM I became a 11Z which meant I had to know all aspects of every 11 series. As a 1SG you will get some of this at the company level, but as a SGM you will be more exposed to it. Remember as a SGM you main job is "TAKING CARE OF THE TROOPS", not only enlisted, but officers as well. You are always thinking two steps ahead.
4. TIME: As an E8/9 I was in the Army Reserve living in Denmark with my duty stations in Germany. Yea, Reserves are only one weekend a month - forget that. You do what the job requires. I spent countless hours on the computer at home doing army stuff. Sometimes it was a whole weekend, did I get paid - no, but if I didn't do it, my soldiers would be lacking when drill time came. Oh, then there was Promotion Boards I had to attend, Commander Conferences, Special Events. I was self employed, so I had to shuffle my job to make the trips south all the time. Many times I wanted to cash it in, but I kept my "eye on the prize" - retirement pay. You have no idea how much time if you do your job properly, correctly it takes. When I retired I was so amazed how much free time I now had. When I was involved it never struck me how much. If you're (grammar is it your or you're) married, the spouse needs to be very understanding. I can guarantee there will be times it pushes the limits, no matter if you're active or reserve.
5. YOURSELF: Finally the position you're in, you need to be confident in yourself - mentally, professionally. You HAVE to lead from the front. When it comes to APFT you are first in line and you never "just pass". Military knowledge, if you don't know the answer immediately, you let them know, find out and pass it on. There will be times when you know you are right, yet an officer might try to bully you in another direction. You will have doubts about yourself, many times, but always rely on what you know. If you don't know, then find out. Like a Boy Scout, you are always "Prepared". The maximum effect range of an excuse is ZERO. You uniform is always impeccable, you are never, never late for anything, and if you are, there better be a dammed good reason. As a 1SG, and even more as a SGM, the eyes of everyone are upon you. You are under the microscope all the time. Remember we are there for more than just, "GET THE HELL OFF MY GRASS"

1) What they think they know about my grade and positions....they don't really know.
2) What I do at my rank and position is not always rainbows and butterflies.
3) It can be lonely here at the top.
4) They don't need to worry about my job, they need to worry about theirs.

Nothing, not a single thing.
We need you to be an expert on your job and the jobs of your subordinates, and reasonably capable in the jobs of those one above you in rank/duty position.
Your Sergeant Major needs you to be able to train all the required tasks, assist a junior soldier in processing a travel claim, assist that newly married marine get the spouse in the DEERS system, and work through the hurdles of the housing system. that SGM needs you to know your Marines and get them help when you see work, peers, home life negatively affecting them or their job.

If you are asking what YOU need to be proficient at to be a First Sergeant, Master Gunnery Sergeant, or Sergeant Major ...at your level today, see all of the above. As you master your Marines tasks and your own, you will be allowed to learn, perform maybe even lead Marines on tasks your seniors are responsible for.