Hi Jennessy! The first week at any new organization can be exciting and make you nervous at the same time. I've worked in many places through the course of my career and have generally found my first week to focus on:
1) Getting to know the colleagues I will be working with on a frequent basis. This could be through formal meetings or casual meetings over coffee/lunch.
2) Learning more about the organization and role that my team plays in helping to achieve the organization's mission/business goals.
3) Getting set up with regards to basic things around HR and IT (for example, determining what benefits you sign up for, if you are an employee; getting your computer set up; participating in orientations/trainings).
Each organization is different, of course -- but the first week can help you begin to build your internal network and gain a sense of how your role fits into the larger picture.