Fallout: New Vegas; Burning Man DLC Help?

I have just bought the latest DLC for Fallout NV the other day and i would like to just ask if there is anything i should do/collect like any good weapons or anything before i leave and never be able to go back and miss out on alot of good stuff i coulda done/collected. i done that before on the dead money dlc, i forgot to get the snowglobe and i can never go back and get that so im kinda gutted because i payed for it and didnt get my full satisfaction for my money lol. so is there anything i should do or get before i leave? Apart from getting that Yao Gui Hand weapon, i already got that (: