You might start collecting materials for the bedding and the food. In reviewing the threads here on the vermiculture forum, I found some discussion of FREEZING the foods before giving them to the worms, in order that the foods break down faster. This was a new technique to me. Plus I'm going to have to break my habits of dividing up almost all my kitchen waste between my chickens, mealworms, and compost, and divert more to the worms! I think my worms have probably been underfed for quite some time--I've been going a week or more between tiny feedings--much less than the quantities discussed in the threads!

You might also review the thread below (which I found very informative), and the recent one called "how long have you vermicomposted and what have you learned."

Even after you've been doing it for a while, there's more stuff to learn.

And if you can get the worm bin at least a few days before the worms, I would get that set up and the bedding put in and moist before the worms arrive. If you had a bit of clean compost to put in there to get those biological processes started, it could help get a jump on things, too. The main thing that I've read on here that I worry over is centipedes.

Here is a link that might be useful: Worming basics