What can you do before shoulder arthroscopy?

Other treatment. You can try physical therapy, anti-inflammatory medication, or a cortisone injection depending on the reason for your pain.
Shoulder arthroscopy. Ensure that all your muscles --both scapular and cuff musculature are firing in synchrony. May want to go over the list of exercises you will be performing with your physical therapist post op and have some sense of what it is like to use a sling. Educate yourself about the anatomy of the shoulder so you have better understanding of what is being repaired and/or removed.
Clarification needed. Do you mean to prevent the need for surgery? Or pre-operatively? To prevent surgery I have personally used prolotherapy to help my patients avoid surgery.