If you are purchasing from a dealer, take advantage of their classes. There is a wonderful group www.sewforum.com
they have lots of free designs and help forums. There should also be a yahoo group for your specific machine. I have a D1 and LOVE it and use it everyday, twice on Sundays!! It is great to have these groups to refer to since I do most of my sewing at 1am!
Do you have software with your machine to transfer designs? Do you have software that will convert designs (from .hus to .pes or .xxx, etc). You are entering a whole new world of terminology!! I stress reading and re-reading your manual.
Have fun and relax! The most important things are hooping correctly (even if you use spray adhesive, you still have to hoop stabilizer), using a good needle, and proper threading. Most problems are solved by checking these three things! I know from experience!