Hi,
I was in your shoes not long ago, so I'm happy to help. I've learned a couple things the hard way too, so please learn from my mistakes!!
Ensure your truck, hitch, and trailer are all compatible with the weight you plan to haul. Buy more trailer than you ever think you'll need. I'd suggest at least a 10k trailer. Your tractor + FEL will be at least 5K, plus whatever implement(s) you take. The useful load of a 10K trailer will be ~7500lbs. (useful load = (trailer capacity) x 1.1 - empty weight of trailer. The 1.1 is the 10% of the weight that is transferred to the truck on a perfectly balanced tag style trailer.
As mentioned above, be sure and account for implement AND front end loader weight. The weight in my tractor manual does not include the FEL, and I think it adds ~1500lbs.
I use 4 chains and boomers to hold mine down, one on each corner. I attach to my rear hitch, and to the front brush guard. It should be pulled down tight with the boomers (the tires should squish a little bit).
Drive slow!! Allow at least double your standard stopping distance.
Make wide turns. Don't pull into anywhere that'll be tough to get out of, like the Safeway parking lot I pulled my GN into....
Develop a mental checklist when you connect you trailer to ensure that you never forget to do up the safety chains, or lock the ball down.
You'll have to learn to balance your tractor front to back on the trailer so that there isn't too much weight on the trailer tongue/truck, or that it's not lifting the tongue due to the tractor being too far back. I don't know of a scientific way to do this without a truck scale, I just eyeball it. If anyone can tell me a proper way to do this, I'd be interested.
Hope that helps.
-Jer.