don't wash the hose first off, it's got metal on the inside and will rust. But I would suggest giving the rest a decent rinse in warm water. Enjoy your new rig.... to prepare your hose just blow through it to get rid of any loose chaff that might have accumulated over the shelf life or production.
P.S. There are tons of good videos on how to set up a hookah I recommed phatpride1's video on setting up a QT
Part 1 - http://www.hookahpro.com/forum/video...s&videoid=1390
Part 2 - http://www.hookahpro.com/forum/video...s&videoid=1391