I too am very happy for you. Chances are there is some software coming with the machine, but if not there are several good software packages available.
I have the Husqvarna Viking Designer SE and the 4D Embroidery software.
My suggestion to you is to read the manual that comes with the machine, get that Nancy Zieman book, and then ask any and all questions you may have to this group. We are here to help in any way possible.
Most embroiderers use a 40wt embroidery thread, and bobbin thread which is a finer thread in the bobbin. Also, there are different stabilizers that you will need.
Trust me when I tell you that you are going to have so much fun with your new machine. It will open creative possiblilities galore. There are so many embroidery sites that have free designs available that we will tell you about to get you started.
I previously owned the Husqvarna Viking #1+ which used a reader/card writer box so I may be of some help in that area.
Let us all know what machine you receive so we can celebrate with you.