PS Vita arriving soon. What next?

Hi, I've just ordered a PS Vita Slim with Minecraft using the money I got from my 12th birthday. It's in the mail and arriving soon! Just to make sure the PS is good to go right from the start, is there anything I can do right now? Also what games would you recommend?

Persona and other Atlus games are pretty decent. You'll just have to worry about updates for the time being.

Thank you, Do I need to setup a PSN account yet?