Get NI number coz you need that in looking for a job (http://www.hmrc.gov.uk/ni/intro/number.htm), register to your local GP (http://www.nhs.uk/chq/Pages/1095.aspx), also you need your name in some billing statements/joint bank accounts as proof of address..you also need to study and take the Life in the UK test because it's needed for your future visa (ILR)..