Congrats! Which size did you get, the 15" or the 17"?
I'm quite jealous.
To answer your 2nd question first, no body really knows. I think if Apple says 2-3 days, they're pretty good. I can just give you my experience, where I ordered my mac mini and got it almost a week earlier than I expected it (after it was delayed a month)...but this was when the first mac mini's were introduced.
To answer your 1st question...
You'll want a nice clean place to use it (like a desk). If you plan on moving it, you should really invest in a sleve or case as well.
Personally, I would get a bluetooth mouse and keyboard if you plan on using the computer at a desk a lot.
Some people get a 2nd power adapter, to keep one at work and one at home. I would recomend doing that if you will be taking it from work and home every day.
Some people will tell you that they wipe the computer and reinstall it without all of the languages and printer drivers, but unlike with XP, all it will do is save hard drive space, not impact performace.
Keyboards are known to scratch up screens on laptops, especially if the screen is pushed up against the keyboard while it's closed. This often happens if you put your laptop in a backpack. To prevent this, some people buy screen covers. I think that's what they're called. They're basically a piece of cloth that goes over the keyboard to protect the screen while it's closed.
Some programs that you might want to look into are (in no perticular order)
Adium (iChat replacement)
MS Office (although I'd muddle through with OpenOffice.org until MS does a Universal Binary (UB))
Handbrake (good for ripping DVD's)
Cyber Duck (FTP)
Sentui (iPod Ripper)
Roxio Toast
Also, if there's anything you ever have trouble doing on a mac, ask around...pleanty of people are willing to help!