They should have a pre-delivery check list that the driver should go over with you and both sign. Check the grease fittings, even if they tell you they did so before delivery. Check all lights. Do a walk around looking for any damage,dings, scratches that were not present when on their lot. Sometimes road debris, stones, etc... can happen en route. See if they will throw in a can of spray paint for touch ups and future use. Look under the machine. If you are getting AG tires, check before they deliver to see what width setting the rear tires are set at vs. where you want them. Much easier for them to do than you.
And most of all congrats on your new machine and enjoy!