Q: What's the first thing to do when get an iPad? Charge it?

The first thing to do is set it up. It should have enough charge to do that and use it a bit out of the box, but you can certainly charge it when ever you are ready.

http://www.apple.com/support/ipad/essentials/

This explains how to set it up. You will need a WiFi network to activate the device.

Get started with iPhone, iPad, and iPod touch - Apple Support

As James Ward4 stated, there should be plenty of battery power on the iPad right out of the box so that you can use it as soon as you activate it without having to worry about charging the battery. My iPad Air 2 had about 75% of battery power when I runeed it on for the first time.