Things to do when you set up a new computer
(Windows) Run Ninite
On Windows, installing lots of software at once is a huge pain. Use Ninite to install most of the basics all at once.
Opt-out of tracking ads
The Digital Advertising Alliance has this page where you can request that you not be tracked by the 120+ ad agencies associated with the DAA.
Additional steps for Fedora
I've written a guide with more steps you should follow if you happen to be installing Fedora (a Linux distro).