re: New Big Green Egg user..What are some of the first things I should try on it?

Yes, Directly on the hot coals. I mentioned it takes a lot of courage to do this to a big rib eye. Just make certain you cook it nice and rare maybe rare-medium rare at the most. Medium will overly char the outside. Lump charcoal burns cleaner than briquettes as briquettes have a lot of junk to bind them together. Should any pieces of charcoals stick to the steak, just knock them off prior to eating.