The first thing I always do now is check the water level before touching anything else. One year, I went through half the setup before realising the water had dropped too low over the winter, and the pump ended up running dry for a bit; lesson learned. Now I top it off first if it’s low, just so everything runs smoothly when I start the system.
Once that’s done, I give the area around the pool a quick cleanup, clear out leaves, and trim back anything overhanging. It sounds unrelated, but keeping the area clean right away helps avoid stuff constantly falling into the water while you’re trying to get it balanced. I used to skip that and regret it every time.
Also, not sure if anyone else does this, but I toss in an old sock with a few chlorine tabs near the steps as a kind of soft start while I’m getting everything running. Seems to help take the edge off any early algae or murky water before the main shock treatment.