Depending on how long you're staying will determine what you want to do on your first night. If you're staying for just a week or so, you may want to get right into the action to make the most of the time you have there.
Park Or Chill?
Your tickets will be valid from the day of your check-in, so as soon as you're checked in you can get on a bus and head to the parks. If the flight didn't treat you too well, you might want to spend the first evening chilling out. You can unpack, explore the hotel, get something to eat and prepare for your first Disney morning.
We like to do a bit of both. We never hit the parks on the first evening, but what we do is unpack, take a shower, chill in the hotel for a bit, and then head to Disney Springs for the evening. Grab a nice meal and have some drinks. Disney Springs is a much more relaxed environment compared the parks, and its a great transition into two weeks of madness!
You don't want your first memories of time in the parks to be remembered when everyone is tired and grouchy. Get a good night's sleep and start your first morning refreshed.