Is there anything I should do when I get it?
I will contribute a suggestion that is not specific to this power supply, but still, would have bit me in the ass with mine if I forgot. This applies to all of this old equipment, as it has had many years to break and be fixed by people of significantly varying capability.
Don't turn it on, take it apart - check for idiotic, bodgy "repairs" that may have fallen apart over time and may cause trouble. The jackass who had mine before me couldn't even replace a neon indicator without allowing mains potential to short to the chassis - looks like the joint was loosely covered and came undone during shipping.