The first day with a new hardware wallet is a good time to build safe habits. Start by sending a small test transaction to your new wallet before moving larger amounts, so you can confirm addresses and the confirmation flow work as expected.
Practice restoring your wallet from your recovery phrase in a low-stakes way if your device supports a safe way to verify it, and double-check that your recovery phrase backup is stored somewhere only you can access.
Finally, set a PIN you don’t use anywhere else, and consider whether an optional passphrase wallet is right for your situation.