My very first days in America were slightly chaotic. On top of having to deal with a new job and a new country, on top of missing my friends and having to make new ones, I had to deal with bureaucracy that operated in ways completely different than what I was used to. This article is to explain what I learned back in the day (1998). Much of it probably still applies.
First of all, you should know that America is ill-prepared for immigrants, legal or otherwise. The country is largely homogenous, and it has a hard time with people that don’t fit the standard mold. Sometimes, you need to do some extra work just to get the same deal as everybody else. That’s not because people don’t like legal immigrants (they do), but because they don’t know how to handle their particulars.
The first thing you’ll need, even before you move, is a temporary address. That should be an address that can forward mail to you for real, and if possible should not be a P.O. Box. Your employer is a good choice, or your hotel/temporary residence. Sometimes a local postal shop will allow you to use their address for a fee.
The reason you need an address is that the very first thing you should do once you move is to get a Social Security Number. The SSN identifies you to the IRS (the tax service) and pretty much everybody that deals with you in the economy will need it. It is also (mysteriously) used as a public identifier, and you will eventually memorize the last four digits of it because a lot of places ask for it for identification verification.