There are a number of things you need to do. First of all you should open a bank account (see our guide here). It is important to have an active bank account in order to be able to continue with the next steps, such as going to Misrad HaKlita (see our guide here), registering at an HMO (see our guide here), choosing an Ulpan or registering your children for school (see our guide here). An overview of your first steps in Israel can be found here.