Congratulations on your first firearm! By all means, make sure that you purchase eye and ear protection and never shoot without it. Buy a cleaning kit as well, with plenty of extra patches. Include some oil and an extra bottle of solvent (Hoppe's No. 9 is good stuff, there's lots of others that work as well or maybe better.)
A good case is handy for transporting your firearm. A soft zippered case is usually adequate, but if you plan to fly with your weapon you will want to spend a lot more and get a good quality hard case.
You may discover recoil to be a distinctly unpleasant phenomenon. If you shoot enough, it is more than unpleasant, it can damage your soft tissues, and you may need surgery to repair your torn rotator cuff.[:@] A recoil pad on your shotgun will help, but I highly recommend that you buy a PAST recoil shield that straps on over your shoulder. This is anywhere from $20 to $30. They come in a variety of thicknesses, from the Field Grade (perfect for shotgunning and this is what I have) to really thick shields for shooting big bad boy calibers like .458 Win Mag from the bench. The Field Grade is fine for me to shoot .30-06 class rifles at the bench for 50 - 100 rounds without misery the next day.
And by the way, make sure that nobody will be caught unawares behind your barn if you are shooting slugs. This goes without saying, but everyone is going to say this anyway, so I figured I wouold too!
Good luck, and have fun!