Well registration is an important one. Also some for some courses you need to sign up for classes, but not all, depends on the course. It’s best to check with the department when you get there if there is anything like that you need to do.
It’s also a good idea to wander around your department and find where all your teaching rooms are because the room numbering system is a little confusing to say the least. There is a map in the little handbook you are given but if you get lost there is the information centre in the main square with a big map and you can also ask somebody in there for directions.
Non-academically you should really attend freshers fair. This is on the Saturday and it has all the stalls for the university societies, sports clubs and also has some local companies giving out freebies like pizza, pens and posters.
During freshers week you could also go and have a look around Colchester town and find where all the shops are and maybe stock up on stationary etc because it’s cheaper there.
It’s also a good idea to be out and about as much as possible during the week just to get to know people, go to the bar on the first night and as many of the night outs as you can handle.
That’s about it I think.