Welcome to the Peloton family!!! Which bike did you purchase? The Bike or Bike+. If you got the Bike, make sure it's properly calibrated (manually). If you got the Bike+, you'll only have to calibrate it once digitally. (unless you move it again)
This may be redundant, but these are the items I would invest in (assuming you get the Peloton shoes and the Peloton mat):
FOR CYCLING:
-absorbent towels and/or headbands
-a few pairs of high quality padded biking shorts
-a phone mount and a short USB-C cable (only for Bike+) to be able to charge the phone.
-electronic screen wipes to clean your screen from time to time
-a small (but high joule capacity) surge protector
-good water bottles (the Peloton glass bottles are nice, but not very practical imho)
-a good oscillating fan (which you mentioned already)
FOR GENERAL WORKOUTS:
-a workout bolster (a regular bolster works fine too)
-yoga blocks if you didn't purchase the Peloton ones
-cushioned non-slip workout mat (Peloton one is good)
-hand weights and/or resistance bands
GENERAL TIPS (assuming you are a beginner):
-go through the instructional videos of how to adjust your bike, clip in/out, etc. Better yet, if you know an avid cyclist or another person who has experience with a Peloton, ask them for help to setup the bike.
-start slow and work your way up in classes. Don't worry about PRs or leaderboards yet if you've never used the bike before. Start with beginner classes or low impact classes for cycling. If you like chill rides, try Dennis Morton or Emma Lovewell. If you like regimented rides, try Alex Toussaint or Olivia D'Amato. If you want to really learn proper riding technique, try Christine D'Ericole or Matt Wilpers. If you want inspirational rides try Ally Love. If you want upbeat entertaining rides, try Jess King or Cody Rigsby.
-try not to turn off your Peloton unless you have to. It's quicker to just wake it up from sleep than turning it on from off.
-explore not just cycling programs. There are some great programs/classes that are included in the membership including strength, cardio, meditation, etc.