Congrats on your purchase! Did it come with a manual? If not, I would suggest finding one online to download and at least oiling in all the proper spots before giving it a good run. Do you have any idea what type of sewing you'd like to do? Quilting; home dec; utilitarian?
After you've given it a good once over, go to the fabric store (JoAnns, etc.) and grab some fabric; new needles; thread. Get yourself a decent pair of scissors if you don't already have them. Get some different weight fabrics and different size needles. Then jump in with some test stitches and see how she runs. Test out the various cams to see what stitches they do. If the cams are not labeled as to their specific stitches, you can always sew with them and then write on the fabric the cam ID so you know what stitches each make.
Good luck and enjoy!