Any tips on moving to a new state far from your home and family? I am recently engaged and moving out on my own with the future wife.

I live in a large metropolitan area south of Chicago, and me and the fiancee (together for 5 years) are moving to North Beach Miami. We have some friends and family down there to get started and we are just sick of this bullshit town in many different ways. We are starting a new chapter of life and i just want any suggestions, tips, or warnings from anyone that's done something similar?