just got a new sax man, what should i check for?

first u put a reed on and blow, that always makes the sound come out. jk
chec to make sure all the springs screws and rods are in place then check the keys and see if the padding is ok

My first "brand new" Selmer VII was leaking at the D and Eb pads. I played for a good 6 months until I found that out. I played way better once I got it fixed. If you can get a shop to put the magic light in it to be sure all pads are sealing properly you can feel confident about the pads.

Even though it is new it could need adjustments . . .and then play play play.

umm, just get it serviced, nearly all new saxophones have a leaking B and Bb key and even sometimes a leaking C.