Congratulations. Your setup is almost complete. The EM480 is a very good grinder (exceptional at its price). The Gaggia PF is non-pressurised and if you have the crema disc insert (used to pressurise it if using preground) then you can use this as a tamper stand.
The only things you need are:
1. a blind filter for cleaning/backwashing
2. a semi decent tamper (the cheapish 57mm SS ones are fine). Or you can go whole hog and splash out on a Pullman or similar but this isnt strictly necessary (just nice).
A couple of starter tips:
Take off the outer sleeve of the steam frother so that you are steaming with the plastic stub.
Before pulling a shot, pump water out of the group until the boiler light turns off, then lock in the PF and start the shot as soon as the light comes back on. This will ensure that you are brewing at a consistent temp which IMHO is optimal for this machine.