My main piece of advice is put a cloth behind the floyd before taking it off. If those screws touch the finish it may not look so pretty when you lift it up again.
Well, that all depends on how the body is routed, but no matter what, you'll want to wedge something firm, yet soft, (no, good god, NOT that) under the bridge to keep it from falling into the cavity while not under string tension.
Anyone here can answer all sorts of Floyd set up questions, (although we Floyd doctors are slowly going extinct) but I'd say look at all the great articles and videos on the net. If you still have specific questions after reading and watching all that, then I'd say ask away.
Unless I am going to clean the neck I change one string at a time and that usually keeps the bridge under control.
please note - on a floyd system changing string gauge can have a
dramatic effect on the bridge. So I would stay with the same gauge until you learn how to adjust things. The tech at any music store should be able to tell you what gauge strings are on the guitar
Also if you haven't ever had a tech set the guitar up. I suggest having
a tech change your strings the first time, and check your neck adjustment, and your intonation while they are at it. They will probably charge a little extra for this, but it is worth it.
Most of the techs I have met are cool and will teach you or at least let you watch while they do it, as long as you pay them to do the work, instead of just asking them 1000 questions. That way you can do it yourself the next time. If they are a good tech, they will probably be busy, so you may need to work around their schedule if you go this route.
My best advice for a floyd system, never use wrenches (hex keys) that do not fit properly, and don't over tighten your locks ( if the wrench stops wanting to turn easily you are probably locked ) never try to force anything.