Congratulations!!
Communication is key. Talk to each other. I hope you've already spoken about the big issues like religion, money, children, etc. Keep talking to each other about those issues, and about the smaller issues like whose turn it is to do the dishes or mow the lawn.
Don't let your parents or anyone else pressure you into anything you don't want to do. You are under no obligation to live down the block from them or make them grandparents or be a SAHM. You and your husband work out what's right for the two of you. Parents and siblings get voice but no vote.
Time alone with your husband is very important. Date nights are a great idea. If you have kids, get a babysitter. A couple I'm friends with has a standing arrangement with a babysitter every Saturday night; if they don't have plans to go to a party or have dinner with another couple, they go out for dinner together, just the two of them.
Congratulations again.