I made some choices that I believe have helped tamp down my worries at least a little.
1) Decorated my office and got it set up the way I like. Part of this was making the space my own, part of it was laying things out so that I would have a hospitable space when folks came in to meet with me, part of it was feeling that there was something with which I had some sense of completion.
2) I worked with my new deputy to set up information flows (who is the keeper of what info, who does what tasks, what can we both do, what requires his skill set more than mine or vice versa.) This had the benefit of forcing me to delegate, since I can get into the bad habit of holding onto everything, simply because I'm too nervous to let go. It had the additional benefit of being yet another training opportunity. He is learning the flow of our work, which is new to him, and I am learning some wonderful project management tools that he is comfortable with and which have been used by others in my line of work. Since my predecessor had no support staff, she kept everything in her head, which sometimes meant that things slipped through the cracks or didn't get timely attention. We think we've got a fighting chance to avoid that.
3) I talked at some length with my boss (the Canon to the Ordinary) and my boss's boss (the Bishop) to get clarity about their expectations, particularly in the early days. They were great about giving me assurance that when I (inevitably) err is some way, I am beloved and forgiven...but I should always have a plan to resolve my errors, to the extent that I can.
4) I made friends with all the folks on staff in the building, and asked them for help. They're wonderful and gracious folks, and are delighted to help. For me, asking for help is sometimes a stretch, as if I think if I show a lack of knowledge I am demonstrating incompetence. But I've learned the hard way that it is better to ask for help to do something than to get something all screwed up and have to ask for assistance in repairing things (twice as much work for all and it only makes me seem idiotic). And the truth is that there are many things that I don't know. I'm incompetent on a regular basis. That's why God has placed me in the midst of helpful people. It is a good thing.
5) I make lists. I make lists of lists. I take notes. I ask questions. I like gathering data, and knowing how to find it once again when I need it. I keep a lot of stuff in EverNote - it's on the cloud, I can do keyword searches, I can do web clips, I can do all sorts of stuff. It's my big filing cabinet in the cloud.
6) I pray. I noticed in my first week that I was getting so wrapped around the axle over the vast quantity of new information that I was neglecting my prayer life. I'm still sloppier about it than I'd like, but I notice that when I do attend to it, the stress level is less.
So what do YOU do to keep the jimjams at bay when you begin in a new place?