Be sure to check out the Vulcan Verses to learn all of the ins and outs of this bike. Its a wonderful bike, but comes with a lot of ... quirks ...
If you're mechanically inclined, be sure to put in an AGM MF battery as soon as possible if you don't have one already. Also, it wouldn't be a bad idea to check your splines in your final drive to make sure they are well lubricated (According to some members, the spline luber at the factory didn't show up for work for like 4 years).
Those are probably 2 of the bigger things to worry about when getting the bike. It's also a good idea to invest in a voltmeter to install on the bike. It is notorious for having a bad charging system, and a voltmeter way save you from having to push your bike home one day!