Congratulations on your first Mac!
1) If you're going to install Windows, let it wait for a few days. Familiarize yourself with Mac OS X first.
2) Play around with iLife and see how cool it is.
3) Import your music and your contacts, etc.
4) Download some important apps like
Firefox (if you don't want to use Safari),
flip4mac and
Seashore (you can download Seashore
here or
GIMPShop, which is a Universal Binary.
5) If you don't have Microsoft Office:mac and you need an Office suite, try out iWork; it's pretty cool. Some other alternatives are
OpenOffice.org and
NeoOffice. You can check out
Version Tracker for some other cool apps.
6) Familiarize yourself with the Apple keyboard layout and the differences between the Command and the Windows buttons, etc. You can see a list of Apple keyboard buttons
here along with a nice list of keyboard shortcuts that can really make life easier. If you have a printer available, you should print them out IMHO so you can keep them handy.
7) If you don't quite know what a
Universal Binary is yet, check out that page for a nice explanation and make sure you try to get the UB version of apps you download. (Also check out
Rosetta for more information.) Bookmark the
List of Universal Binaries page for reference.
*While I believe the Gimp is a better app, it's not a Universal Binary yet. Seashore is, so it runs much faster.