I agree with avoiding wrasses, as they will be huge competition for food with mandarins. I also agree with getting a hardy, peaceful fish to help get the tank established. Most rabbitfish are excellent neighbors and are primarily herbivores. Some, like the foxface, can get quite large, so keep that in mind. Dwarf angels are usually reef safe and most are easy to keep. Hawkfish are very interesting fish and do well when they aren't having to compete too much for food. Clowns and damsels are extremely hardy and are not extreme hunters like wrasses, but they usually do become aggressive as they mature. I've never had issues with them bothering fish that tend to stay near the bottom of the tank, though, as mandarins do. I would not add any tang as a first fish.
Quarantining new fish is good practice, even for the first fish to be homed in the display tank. I also believe it's good practice to have your LFS hold a fish for you for at least a week before you take it home. You really want to avoid taking home a fish that's just been transported halfway around the world and is highly stressed from that experience.
And yes, unless you can train them to accept frozen foods, mandarins require an ungodly amount of live pods, so you need to prepare for that well ahead of time, and commit to the reality that you may need to take extraordinary measures like culturing them yourself in order to keep mandarins alive. Unless you have really deep pockets, you probably cannot buy enough bottled copepods to keep even a single mandarin alive long-term.