Yup, the first package is like that, nerve racking. Congrats on your new hobby, you will love it. I would suggest going out and inspect at least one of the colonies once a week. That way you get to see how the bees work and get used to working with them.
They are really gentle, more than once i have worked my colony in only a t-shirt and shorts. Mind you my two colonies are 20 miles apart, I probably wouldn't do that with 2 or more, I would at least put on some pants.
Here is a tip on the smoker, use pine needles, they are cheap and work great, and you can get your smoker started quick. My books told me to start with little twigs and get some coals going, its nonsense. Pine needles are the way to go.
Here is a link to a bee keeping forum with lots of great info.
http://www.beesource.com/cgi-bin/ubbcgi/ultimatebb.cgi
There is a lot of information and some links to videos there. My only problem with that forum is that the people there aren't as nice as the people here at GM. I relied on this website alot when I first started, but it always seemed I got really bad attitudes from some with my questions. They don't seem newbee friendly. I have had many talk down to me with my newbee questions. With that said,I rarely visit that site now and they are asking for donations to keep it running. I would donate some money but their attitudes have turned me off to the idea.
I know there is a few of us here and everyone is so eager to help each other out, so let us have all your questions.
BTW more than a couple of the video links are in German..lol some in English, but even if you don't understand what they are saying its a lot of help to see how others work bees.
BTW again..lol When I first started making mead is when I began to take an interest in beekeeping so I went to the library and they had a how to video there, it might be worth checking out your local library. Unfortuneatley I didn't have anywhere to put bees so it got held off for a few years.
Good Luck and have fun!