Super Important Upon Arrival: Timbre Fiscal
This isn't a fun one haha. I had no idea I had to do this until a friend told me. When you arrive you have up to 3 months (I'm pretty sure) to validate your VLS-TS by paying for the Timbre Fiscal. You will also have to do this again after renewing your visa.
When you arrive you need to go here and you will have to pay the tax and then they will email you with your timbre, which looks like the photo above. I paid 60€ in 2019. I am not sure if the price changes, but it should be similar. This is definitely not one of the fun things to do upon arriving, but it's for sure something that you can't avoid unfortunately.