Congrats Lee. My advice is take this journey step by step.
First - put the single filter basket in the cupboard - you wont need it.
Secondly, get yourself some fresh coffee and start having fun with your new grinder this weekend. Be prepared to waste a little bit of coffee in calibration. The idea being that you need to start your grinder on a coarse setting, and then keep going finer and finer until you reach somewhere around 25-30mls in 25-30 seconds.
Word of advice - this coffee business can get too technical. There are no concrete rules, all that matters is that you enjoy the coffee!
Forget about adjusting the pressure - leave that job for a couple of months down the track. Its by no means an essential mod and you will only find a difference if you palate is up to it (if you know what I mean).
Spend a good couple of weeks (at least) playing around with the steam arm you currently have, and by then if you are not happy - go and visit the silvia steam arm mod thread.
In regards to a blind filter, get yourself one! They are basically used to force water down a path where coffee oils build up (and exit out of that silver tube you see in front of the water tank). You should also get yourself some back flushing detergent to use with the blind filter (perhaps once every 1-2 weeks).
In terms of parts (like the blind filter and chemicals and shower screens etc), go visit Pedro at Coffee Parts in Pagewood - they are a site sponsor and offer sensational support.
Otherwise, start reading the threads related to the gaggia classic (such as the silvia steam wand mod) as there is a lot of fantastic information on CS.
Good luck with the grinder this weekend and enjoy the coffee!