During the first few hours, make sure you are available to comfort your new bird if necessary, but allow your bird to get accustomed to her surroundings before confusing her and complicating the situation with all the new family trying to hold on to her. The first few hours you can never 'do over'. Try not to make your first impression a bad or scary one. I briefly mentioned having toys in the cage before bringing the new bird home. Buy large toys for large birds and small toys for small birds.
Large birds can easily tear small toys into smaller, easily choked on pieces.
Be especially leery of bells. Watch out for cotton string type toys. Birds love them but they can get caught up in them when the string gets frayed. If you must have them, trim the string regularly to avoid fatal tangles. I always recommend a variety to start with.