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What features should I activate?

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I'll be picking up my M3 LR FSD in a week.

What features should I activate before leaving the lot? What features should I expect to be activated already? And what features should I not bother with until after I get home? I will have a USB device with me to plug in for TeslaCam, so that's one thing I will want to activate.
 
1. TeslaCam (you mentioned this already
2. Phone as key (bluetooth connection)
3. Pair phone with Car for mobile phone access (bluetooth, but different pairing than phone as key)
3a. Enable notifications on phone if desired

4. Consider turning on creep mode for the drive home, unless you are used to regen braking
5. Check acceleration mode.. teslas are fast. Consider chill mode for the drive home unless comfortable with EV acceleration (specifically tesla)

thats all I can think of, off the top of my head.
 
In addition to @jjrandorin 's quite sufficient post (really there isn't much else)

Since you have FSD:
  • Driving visualisations are probably not on by default (road signs etc. on the screen). Set that however you like.
  • I assume the traffic light & sign awareness is also off by default, set that however you like.
  • FSD features like auto lane-change require setting up separately from AP, so do that if you want to use that.
  • Summon Standby: If you won't use summon at least twice/day, just turn this off to reduce standby power drain.
Almost everything you can just do later, so the above is an "at home" list. Only thing you really need to do is adjust your seat/mirrors/steering wheel (you can make your driver profile to save this later), make sure you know/set the stop mode (roll/screep/hold), and away you go!

If you're used to strong power steering I'd also set the steering mode to "Comfort" before driving off. "Standard" can feel really heavy coming from a different vehicle.