Just got a iMac, It's my first one, advice and tips?

Turn your Mac on and enjoy. After setting up the computer, open  > Software Update and install the most recent version. See > http://www.apple.com/support/osx/getstarted/

Other advice prepared by people:

Backup: https://discussions.apple.com/docs/DOC-3045

Virus/malware management in the last post of this discussion: https://discussions.apple.com/thread/4558881?answerId=20448774022#20448774022

Welcome to the world of Apple and your conversion from the Dark Side! 😀

Switching from Windows to Mac:

http://support.apple.com/kb/HT2514?viewlocale=en_US

and

http://support.apple.com/kb/HT2518?viewlocale=en_US