People in Canada are generally friendly to immigrants, so don't be afraid to socialize with your new neighbours. Ask them about what there is to do or see in the area. Local insight is valuable when you move into a new country.
Consider courses in English or French if you don't know at least one of those languages: English and French are the official languages of Canada, and while you can find many different languages spoken throughout Canada, it will be hard to live day to day without knowing what is written on almost all Canadian signs. Luckily, you probably know English well enough if you are reading this.
Apply for a Permanent Resident Card: These cards are sometimes mailed to you as part of your immigration process as stipulated by the particular visa that allowed you to move to Canada. If you don't have one, you are entitled to get one (after a brief application process and a small fee) as a
permanent resident of Canada. These cards allow you to re-enter Canada as a resident if you travel outside of the country's borders. If you plan on never leaving the confines of Canada while you are residing there, then you may not need a Permanent Resident Card.
Apply for a Canadian driver's licence: Canada makes the driver's licence process relatively simple for experienced drivers from foreign countries. In Ontario, you need to prove that you have had 24 months experience as a licenced driver in your old country. You can get a restricted licence if you have just over 12 months experience. You may need to apply for a translation of your old driver's licence, but generally speaking, using your old country's licence to get a Canadian one is not unlike the process of renewing your licence in your own country. A U.S. driver's licence is even valid in Ontario for two to three months! In addition to the US, most Commonwealth countries' licences transfer without requiring any further testing.
Find fellow expatriates in Canada: One way to make sure that you don't feel isolated after having moved to a new country is to find some other immigrants from your old country. Canada is a very international country, so it shouldn't be hard to find expats from your old country. Websites and locations throughout Canada cater to this specific need. It is good to retain some of your old culture and identity in Canada, so spending time with fellow expats will allow you to do that while embracing Canadian culture at the same time.