Welcome from Sunny South Florida
COngrats on the new hardware,
1) the red clip is to put into the barrel to show that there is no round in the chamber when it is stored.
2) I would suggest you get a competant gunsmith(someone from this forum) to install the new sites becaquse if you search some threads you will see that numerous people have had problems with this.
3) things to do? - buy a good holster if you are going to CC, don't be cheap, then buy lots and lots of ammo both practice and CC, then practice, practice, practice.
4) shoot straight and shoot often