Try not to be stressed and nervous! I was a wreck when my horse came home, and for no reason. I just wanted everything perfect and for no mistakes to happen. Like Delete said... you will make mistakes, but that's okay! In the first week just take things really slow. For the first night you may want to put your new horse in a paddock by herself, or in a stall, if she's stall-boarded. You can soon begin integrating her with one or two non-aggressive horses. Make things as normal as possible, with lots of hay and water available. Watch your horse from the edge of the paddock and simply observe her. Don't crowd her space or expect her to come near you right away. Everything is so new! She will want to smell every inch of grass and will be curious about everything! Lol. Let her come to you, instead of vise-versa ... try standing off to the side with a treat in your pocket and when she investigates, give it to her (don't overdo treats though). Be gentle and friendly, giving her lots of scratches and petting. Grooming is also an excellent way to get to know each other! =) And don't forget to relax. Your horse will relax and feel comfortable if you are. Most horses don't have too much trouble in a new place... give it a few days to a week and she'll be completely comfortable. Also, wait until she's completely comfortable before riding and doing serious work with her. Try to get her established into a routine.
*Oh, and be prepared for minor cuts, scrapes and bites, especially if she's turned out with lots of horses. She's bound to stir up some excitement, but don't worry... it will all settle down amoungst the herd in no time.