Congrats. The 70-200 f/4 is a great lens. My first "expensive" lens was a 70-200. I bought it six years and it is still my most used and favorite lens today.
Always use your hood with it. I won't weigh in on whether you should use a UV filter (that's a personal/religious choice), but you should definitely use your hood.
If I recall, the f/4 is light enough not to need a tripod collar and it doesn't come with one. You might consider getting one if you find yourself doing a lot of tripod shooting and frequently switching from portrait to landscape. With the collar, you just loosen it and you can rotate the camera to any orientation you want. If you do get one and your tripod takes arca-swiss plates, order a plate for the tripod collar. I suggest that you get one that has another tripod mounting screw hole built into the plate. That way, if you ever go the Black Rapid strap route, you can attach it to the lens without taking off the plate. I learned that the hard way.
I think it has a focus range limiter switch. That can be useful when you are shooting birds, planes, or other stuff in the sky. In those cases, without the range limiter, if you loose tracking on your subject, the lens has to try the entire focus range (which can take an unbearably long time). With the limiter, it has less range to hunt through. I leave my limiter off except for those cases when I'm tracking a subject against a featureless background.
I think the f/4 has a pretty small filter diameter. It's something like a 68mm. I recommend that you don't buy filters that size. Instead, get a step-up ring and buy either 72mm or 77mm filters. They will perform the same on your lens, but you'll be able to use them on future lenses. The 77mm seems to be the standard on a lot of canon zooms (17-40, 70-200 f/2.8, 24-70, 24-105). The 72mm is used on some primes (85 f/1.2, 135 f/2). It's much cheaper to buy one larger polarizer and step-up filters rather than different polarizers for each lens size.