Just take your time to enjoy Windows Phone and get comfortable with it. There's always a familiarity curve and after that you can see what's working for you and what needs to be tweaked.
Welcome to the party!
Although you may want to get a Live ID if you don't already have one, download the Zune software, and give the Zune free 2 week trial a run to start things off.
If you're a bit of a tweaker and wish some extra freedom, Chevron unlock if your phone is not updated to NoDo. You'll be able to access the file system / registry and make tweaks such as forced multitasking and custom accent colours.