Although I'm far from being a serious enough player to be giving much advice, if you're moving into mando from other plucked instruments, learning to "alternate up and down" with the pick seems to be something of a hurdle for many. Practicing melodies, playing slowly and deliberately, playing alternate notes in an up down up down pattern, with gradually increasing speed, will train the muscles and the thinking. Most instruments use this to some extent, but with the mando it's pretty much the rule.

As GtD comments, picking a style of music that you intend to play will make quite a significant difference in what techniques you'll want to stress. For a beginning, fondling and loving the thing, in short but frequent sessions, will give you the "feel for the instrument" that you'll need to move on to more specific stuff.

Unless you're a frequent player on another fretted instrument, you may find the high-tension/short-span mando strings somewhat brutal. The real reason they're double-coursed is because single strings at the required length/tension would slice your fingers off (bed-of-nails effect).

Some players have much more difficulty building the appropriate callouses for mando than for other fretted instruments. Short but frequent sessions work much better than longer ones for building the necessary "dead ends" on the finger tips. If you play long enough in a single session to seriously hurt, it can take weeks to get over it. If you can build the callouse without more than a little tenderness, a week or two of short, frequent, sessions should put you in good shape to play for as long as you want.

John