My advice - don't be afraid to refuse delivery if you see issues. Tesla won't stop the behavior of shipping cars with issues until they feel pain around it. You'll be excited and will want to drive the car, but here are things you should look out for:
1) Panel gap issues, especially on the trunk (it seems to be hit or miss that your trunk will be aligned) and frunk.
2) Paint chips, check around the fenders and front bumper. If you see a lot of paint chips, either they didn't have your car covered in transit or you're getting a previously refused car they're trying to sell as new
3) Paint consistency between panels - if they rushed your car out the factory paint may not have had enough time to cure (it can be helpful to run a smartphone light across the panels if the lighting isn't good) -- it may be worthwhile to invest in a $50 paint depth sensor from Amazon to see if the paint thickness is within spec. If it's too thin, you'll be seeing paint chips down to the primer much sooner.
4) Check that the HVAC works for both heating and cooling. A lot of heat pumps have been showing up with bad sensors, and my compressor failed as well and had to be replaced. At this point I've had three temp / pressure sensors and the compressor replaced.
5) Check for any issues with the interior fit and finish, especially around any spots where panels join.
6) Strangely (and Sandy Munroe has called this out), you may notice one side of the car is perfectly fine while the other side looks like it was assembled by a drunk rhesus monkey. My car's driver side was full of issues while the passenger side was perfectly okay.
7) Check to make sure the shipping plastic has been removed from your B pillar cameras. I had one side where it wasn't removed.
Also, consider covering the front of the car with painters tape and heading straight to get the car PPFed. No joke, the paint is that soft and oftentimes paint chips go down to the white primer (if your car is "free white," though, this is less of an issue since they're less noticeable). If your car didn't get enough time to cure the clear coat, this can be an even bigger issue.
Most issues I've had with my car have been fixable, but you absolutely have to watch out for paint issues right away as Tesla doesn't seem to want to take any responsibility for them after 24 hours of ownership. If you do need something like a panel gap fixes, don't take "no" for an answer. When I first got my 2021 the shop was often saying "this is the best we can do" for woeful fixes, and as time went on I would go back and they would somehow be able to magically be able to fix it so it doesn't look horrible.
Ownership:
1) As others have said, Autopilot/FSD is trying to kill you. It works fine on highways, but it doesn't do well on slowing down for sharp corners, or on sunny days where there are a lot of shadows covering up road lines.
2) You're probably not going to get the EPA rated miles. Switch to the % indicator as it's much more helpful, and use the Energy screen to see what your Wh/Mile is (rated is 220). If you are driving into the wind, despite the car being very aerodynamic, you'll get less miles out of the charge. Same goes for hilly terrain (though you can partially offset that with an old hypermiling trick of accelerating while going downhill and letting the regen and momentum carry you mostly uphill)
3) That said, the best efficiency highway speed I've found so far if you want to hypermile is 55-65mph. I had an 80mi drive home yesterday and was averaging just under 200 Wh/Mile. The nav said I would have 12% when I got home and I got home with 17%.
4) Your car will start to nerf itself below 10% charge. This is a good thing as it's trying to get you to your next charge.
5) Watch Byorn Nyland's videos on YouTube, he has done a TON of testing on Model 3s and has lots of great real world info to share, especially in cold climates
6) If you're a nerd like me, you can set up a TeslaFi account (if you're okay with your data living in the cloud with a 3rd party) or a RaspberryPi with TelsaMate (more secure since you own and manage the server) and get lots of awesome data on your Tesla.
7) As others have said, look into your accessory needs (especially charge adapters) and order ahead of time. I ordered the NEMA 6-20 since that fits most 220v electric dryer outlets (Tesla shop), the NEMA 14-50 adapter for camping (Tesla shop), and a NEMA 14-50 to TT-30p adapter on Amazon. So far that has covered pretty much any charge need away from home. For any charging, you want at least a 220V outlet as 120V will rarely get you to an acceptable speed. The out of the box adapter for 120V is only 3mi / hour which is really only good for an emergency situation to get you to a Supercharger.
8) The Tesla wall connector is worth it IMHO if you own your home and can get it wired up. You'll get 11-12KW at 48A and I can charge from around 10% to 90% in about 5 hours. I had Smart Charge America install it and they were very easy to work with.
9) If you like camping or road tripping, RV campsites have just become your best friend. Most will have TT-30P adapters or NEMA 14-50. Note that on colder days you will charge very slowly on TT-30P @ 30A, but that's better than losing energy on camp mode. NEMA 14-50, on the other hand, should be able to keep you warm AND charge your car at an acceptable rate. The website / app The Dyrt has a full community database of campsites and their electrical amenities, and will usually tell you if there are 30A (TT-30P connector) or 50A (NEMA 14-50 connector) hookups. A lot of time, paying for a stay there is much cheaper than a hotel, AND you get to charge your car!
10) There are TONS of camping accessories for your car. A lot of them are crap and many are overpriced because they're "for a Tesla". Make sure to research before spending money on them. You can do just as well sleeping in your car with a self-inflating bedroll and sleeping bag as you can with some of these expensive fold out foam accessories.
11) If you want to preserve your paint, be VERY CAREFUL that you only take your car to hand car washes and detail shops that have worked on Teslas before. If they use the wrong buffer attachment or clay bar too aggressively, they'll damage your paint. Never ever take your car through an automatic brush car wash as it will scratch your paint.
12) Consider getting mud flaps since the design of the car is brutal on rocker panels, especially in colder climates with road salt.
13) Turn off the automatic high beams. It's a bit flakey, and I have been pulled over in Wisconsin for not turning off my high beams for oncoming traffic.
14) If you schedule a service appointment and it's weeks out, don't be afraid (if it's close) to drive your car there ahead of time and insist that they look at it if it's an egregious issue. Tesla needs to learn that they can't book someone out months for service on important issues and you getting in their face is the only way that'll change. Usually my local service center has been very accommodating when I showed up early (I had HVAC issues in the middle of winter, as well as a seat issue that locked my driver seat all the way away from the pedals that made the car unsafe to drive).
15) Don't let a Service Center not fix something that's clearly wrong because they say it's "in spec." Unless they can show you the spec, it's a cop-out for them to not have to fix what the factory clearly screwed up.
That's all I can think of. The car is a lot of fun to drive and I'm certain you'll like it, but manage your expectations as Tesla still has a long way to go on the QC front before they'll be on par with the QC on even the cheapest of ICE cars today.