Well i thought i would post a few helpful hints on some things you can do to get your phone up and running as quickly as possible.
1. Get your live ID profile created, if you dont have one then why not get one setup? and link it to Zune/Xbox asap this will save you some time. You can do this either at xbox.com/zune.net/hotmail.com/skydrive.com or any microsoft site 
Also a nokia account wont hurt for the nokia music app.
2. Get your contacts onto one of the cloud services such as hotmail/gmail - then when you add your account your numbers will just come straight to your phone!
3. Why not add your favourite pictures to skydrive? this way you can get them on your device quickly when you add your live ID/hotmail account.
4. Download Zune and get it updated - i would recommend doing this before you get the phone or as you have purchased it just to make sure you do not need to wait around for updates when you connect it.
5. Connect to your WIFI - You will see a prompt at the top of the screen but if you miss this you can go into settings and access your home WIFI from here, also in this menu you will see the option to add other email accounts.
6. Apps: What apps should you get? well there are over 40000 available now but some i think you certainly can not be without are: YouTube now i have not downloaded the MS version i got the lazy worm apps version which looks alot better. There are lots of free games around which are great but in fairness out of the box you can intergrate twitter and facebook which works great with your contacts.
7. Link Contacts - It gets quite messy and quick when you add all of your accounts however linking contacts could not be easier, when in a contact just click the link button at the bottom and select the contacts that are related and away you go, while you are there why not put them into a group and pin that to the homescreen?
8. Link a card to your zune account - download some paid apps! there are some really good ones out there again (i am still exploring at the moment so recommendations welcome)
9. Dont like something on the homescreen? tap and hold on the icon and un-pin it from there and away it goes hidden away in the apps list.
10. More information? why not check out windowsphone.com for some more info, explore the market and other hints and tips welcome below
