It depends on the time of arrival and how long the flight was.
We fly from WA State so the earliest we can arrive is about 5-6pm which doesn't leave much time that first day since we lose 3 hours. I think our plan is to get to the resort, familiarize ourselves a bit with it, then either have a counter service meal at the resort and turn in early -OR- if we're feeling excited and energized, maybe head to MK, have a counter service dinner and then watch MSEP which is my favorite thing. I'm thinking that will be too late for us to be out and still be up early the next morning so I'm okay with either plan.
If you have part of the afternoon/early evening, I would absolutely go to one of the parks!