congratulations!
one of the things you should do is to check the car sir
here's a very abridged pre-delivery inspection list from mazda. this is what they do before releasing a car and this'll give you an idea of what to check. you can be detailed or not in doing so.

exterior:
1. glass
2. wheel lug nuts
3. tire pressure
4. all weatherstrips
5. operation of hood and trunk release
6. door operation and alignment
7. headlights

under hood - engine off
1. fuel, coolant, hydraulic lines
2. fluid levels (oil, power steering, brake/clutch, windshield washer, coolant etc.)
3. drive belts

interior
1. ALL the buttons and controls (including the seats)
2. upholstery and interior finish
3. pedals
4. parking brake

They also do a check when the engine is on, when the car is on a hoist and after a test drive. but i don't think the dealership will let you do that hehe.

after that, you can ask the SA all your questions and just as our teachers say, the only stupid question is the unasked one.

HTH