For the screen protectors I'd just have a look at the reviews and avoid any that feature the words poor fit, bubbling or lifting. But it's been a while since I've bought one..
As it's your first smartphone I'd not actually stress about the set up.
So for me if I fudged it up royal I could lose say 20 years of photos and texts and blah blah and log ins for god knows what. But it's actually all linked to one account so as long as you've got the log ins for that it follows you around and just downloads to new devices as you get them.
You won't have that account (I'm assuming you don't have a Gmail address) so it will ask you to create one. After that it'll just be case of connecting it to your WiFi so it can go online and update itself.
Obviously the sim card will need inserting to make calls, internet and texts away from your home WiFi. But it should pick that up automatically once inserted and connect on its own.
Once you've done the basic switching so I believe it does a little guided tour and there are many help videos on YouTube as well.
Pretty much if you download any apps make sure they are off Google play store and the publisher matches who you expect eg.
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But otherwise it's as complicated as you make it in terms of set up really. Might just be an idea to give it a whirl and see if you get stuck. Worst comes to the worst they can be factory reset easily and you lose nothing of value.
Most complicated bit may be adding your existing email address to the Gmail app...(I assume you have one given you're on here). It can display multiple email boxes at once so if you want to it can be used to send and receive email. But this is a case of, typing in your existing log in and password it'll check them with the provider if they match your emails will start appearing.