Solidoodle 4 Newbie

Since I have an SD3 I suppose you don't want the answers from me
Don't limit yourself that way as they are all very similar.  The SD4 is an SD3 with a cover on it and since I have a cover on mine I think I may be qualified to answer some of your questions.
1. Yes there are plenty of things to look for.  Anything obviously broken of course is a bad thing and for that you'd be dealing primarily with SD support.  Beyond that plan on doing all calibrations that are listed in the WIKI.
2. Temps for ABS will require a bit of testing start at 205 and work your way up.
The SD nozzles don't read that accurately so just shoot for a nice open air extrusion.
If it's too cold it won't flow properly and your machine really won't let you run it too hot which can cause clogs.  Don't leave the nozzle on for any period of time without extruding as it will clog.
Bed temp for ABS hotter is going to be better so 100-110.  I run mine at 108 and make sure your bed is level and use your Z height adjustment screw to achieve a good squish on that first layer.
3. Plenty of users are printing with PLA but you'll need to add a fan.  ABS is easy and for most users has become our goto filament.  Octave is decent for the price and temps are the same you'll just have to play with them for each different roll of filament you use.
I am not a huge fan of SD filament.
Hope that helps answer some of your questions.

1) give it a very thorough visual inspection . Things may come loose in shipping I had a missing screw on the x end stop/ limit switch.  so check the limit switches . I have seen where guys have had problems with the rod that adjuststs the z axis so check that. And I found from experience that the x travel rods can twist so throw a level on each end. and  check belt tensions.
2 covered well by WardJ

3) IMHO PLA is nothing to be scared of. It is the only thing I have printed with with no added fan. I expect a fan would make things easier. I have yet to use  SD filament.  Have gotten decent  results from the cheap filament from micro center.

Personalty I stay away from the ABS due to health concerns.  But abs in a well ventilated area should not be a problem for most people.

I purchased my SD used so no worries about warranty  issues of using other material.
tin

Elmer's Purple Glue Stick works great...

Glass is great because the aluminum beds are usually warped or warp from the heat.  Spray the bottom of your glass and it will stick directly to the Kapton after about 3 heat/cool cycles.  Then a nice light coat of hairspray on the top is all you should need.  Glue stick works well but it's no secret around here that I am not a fan.  It sticks a little to well and involves some cleanup.
Don't forget to adjust your z-height and re-level your bed after you add the glass.
A little more squish will also help with the lifting.
Good luck