Tractors, depending on the size, typically arrive to the country in a crate, just like the picture below. In some cases, the front axle is not even attached to the tractor.
The final assembly is done at either the importer or at the dealer and after read loads of threads over the years, it seems like when stuff comes loose, it's exactly the parts that the dealers/importer touched.
With this info in mind, check everything that the dealer and/or importer touched. All the bolts for the front axle pivot point, loader mounts, wheels, backhoe mounts, etc.
Check all the fluids. All of them. Grab the grease gun and give a couple of pumps on all the grease fittings. Spray some lube at the linkages as this is often overlooked. Check tire pressures.
Everything on a tractor will be metric, so get some metric wrenches ready. Up to 30 mm I would say.
This applies to any brand and I'm sure I'm missing some stuff but other posters will more likely mention it.
This is how these tractors arrived at the importer, which is about 10 or so miles from me.