Yes, you should pray to the online shopping Gods that everything arrives well and safe.
Sorry, I couldn’t resist.
In all seriousness, take photos and/or videos of all angles of the package. Please do this regardless whether there are damages to the package. Please video the unboxing process as well. This will serve as important evidence to raise a claim if you have missing or damaged items.
As for opening the package, be careful not to cut too deep with your scissors or knife, as you don’t want to accidentally damage the contents inside.