Most importantly of all, check that the car is exactly the model that you ordered and has any optional extras that you ordered. There have been a few cases where the wrong car has been supplied. Do this before you enter your PIN. It is only when you enter your PIN that you enter into a contract (with Motability). Prior to this, you can reject the car with no commitment.
You will also need to pay your Advance Payment on a debit card. From memory, you also have to state the names of any named drivers and provide a copy of their driving licence (someone will correct me if I’ve got that wrong, but that’s my recollection).
Ask the salesperson to run through any quirks in the controls before you leave (they should do this anyway, but some cut corners). Finally, enjoy the car!