First and foremost, have a great time!
The Dream is a beautiful ship and the Bahamas are stunning. If you have not already booked an excursion and want to do so, I would advise either the Glass Bottom boat tour or checking out the Atlantis beach day and Dig tour.
If you do get off the ship and just want to check out the shops in port, be as aware as you would going to any tourist destination.
There will be people trying to sell you things, and if you are not interested, just smile, say no thank you and move on. No big deal there.
If you have not registered the kids for the kids clubs, you might want to do that soon. The lines can be pretty long in the terminal and also aboard the ship.
If you plan on using the nursery for your smallest one, that is also something you want to book in advance.
You will be overwhelmed trying to pack everything there is to do into a 4 night cruise, so pace yourselves and don't stress about seeing everything the first time out.
Key spots on the ship for the young ones are the kids clubs, the pirate night, princess meet and greets (if they are into those of course) Vanellopes (candy shop that replaced the arcade) and of course the Aquaduck! Other favorites are the Mid Ship detective agency and the unlimited ice cream cones. Oh and the movie theater that will have current Disney movies playing (yes, Jungle Book)

The dining rooms at dinner are wonderful and you should really enjoy the atmosphere and try new foods.
For adults, I recommend the night club areas (after dinner) the Rainforest, and the shows (if you are into those) The family activities are pretty fun but they also have activities and games for just grown ups in the evening.
Have a fantastic cruise!