Hi there Mari, welcome here to the forum.

Hope you'll soon settle into UK life

May I very kindly suggest you apply for residence card.

Take a look at the UKBA webpage called How to apply for residence documents as the non-EEA family member of an EEA national

The application forms can be found at the right-hand side.

It's not mandatory, but will offer many important benefits for you.
Be prepared to wait up to 6 months max.