Settings are mostly personal preference, apart from a few that can improve general shooting. Remember, holding down any of the Fn buttons will allow you to customise it, really handy.
A few that I would make sure to check:
C-wrench 3/9: AF assist lamp off, I find it makes no real difference on any camera, only irritates people when you're shooting.
C-wrench 3/9: AF sensitivity I have set to +2, it makes more of a difference in video apparently, but I have it set to that and find AF pretty fast
C-Wrench 6/9: Constant Preview on - why this is off by default I will never understand
C-Wrench 9/9 - If you intend to ever adapt older lenses, set 'Shoot w/o lens' to on.
If you want to turn the annoying AF 'Beep' off, it's at Wrench: 2/6
Sensor clean is at 5/6 in that menu, and format for the SD card is on 6/6
Camera icon menu: Shutter type is at 5/8, if you prefer to keep it to Mech-shutter only, or set it to Auto to let the camera decide [very bright days with wide primes, the ESHTR allows you to shoot up to 1/16,000 negating the need for a filter in many cases.
ISO limit set for Auto ISO is also set on this page, I have mine limited to 1600
Page 1/8 is where you can set the image quality, I only ever shoot RAW but you may like Jpeg, you might want to set it to RAW + Fine here
That's all i can think of for now, you won't really know what else to change until you run into an issue I guess, have fun discovering it