That's a pretty good basis for a start, except that it doesn't come with a demo song.

If the player is a brand new one just being scalped on e-bay, you should make sure that this list is present. Note that some were shipped without an AC adapter. If so, don't panic, just contact support and they will take care of you. Assuming that the scalper didn't open the box and mess with the player, I think support will continue to honor the player's warranty. (Although I'm not sure what their policy is on that.)

Some players won't boot or will only boot intermittently. This is most likely a problem with the hard drive cable and you shouldn't worry if that happens. Details here.

Otherwise, anything else that might be wrong with the player can be handled by support.