In Japan, people usually eat nigiri sushi, and toward the end of the meal they often order a simple roll like a cucumber roll. Ordering this is almost a signal to the chef that you are finishing. In the US, I often see people order many big rolls with fried ingredients and treat them as the main dish. Those types of rolls are not very common in traditional sushi places in Japan.
Nigiri is fish or another ingredient placed on a small hand pressed mound of vinegar rice. When eating with your hands, hold it with four fingers. Place your index and middle fingers gently on top of the fish, and support the rice with your thumb and forefinger. When dipping into soy sauce, only the fish should touch the soy sauce, never the rice. Slightly turn your wrist downward so the topping touches the soy sauce.
If you use chopsticks, turn the sushi sideways and hold it gently from the left and right sides. Then dip the fish side into the soy sauce. Not everyone knows this trick, even in Japan, but it is the proper way.
Rolled sushi is usually not shared. If sharing is necessary, restaurants normally provide serving chopsticks. Among family, people often just pick it up with their own chopsticks in one motion. Using the thick end of chopsticks to take food is uncommon in Japan. If anything, people either use serving chopsticks or simply pick it up normally.
Wasabi is usually not mixed into soy sauce. The chef typically places the right amount of wasabi between the fish and the rice. Some chefs ask if you want wasabi or not. Mixing wasabi into soy sauce is not considered rude even at expensive sushi counters, but it can overpower the taste of very good sushi. On average sushi it can sometimes improve the flavor, just from personal experience.
Another etiquette when sitting at a sushi counter is not to bang your wristwatch on the counter. The counter is often made from very old and expensive wood. Some of these counters can cost as much as a new Lambo. Many Japanese remove their watches and place them on the table or in their pocket.
Japan has many small unspoken manners like this. People usually do not point them out directly because Japanese tend to like to avoid confrontations. If you do these, the chefs and staffs will bow at you with deep respect and will remember you