Jnugent, welcome to this great site! I'm pretty new to KDX's too; just got my '03 200 in July. If you haven't already picked up on this, here are some initial tips I've learned in my short time here:
1) Get a service manual for your bike ASAP. They cost $25-35 depending on where you get it, and it is worth its weight in gold.
2) Go ahead and subscribe to the DirtRider.net site. I have learned much more from this site than I have from the service manual, and I bet you will too.
3) Realize that the stock jetting on your bike is probably not suitable for your riding conditions. The "JustKDX" web site has outstanding tutorials on carb jetting; consider them a must-read.
4) Unless you are 5'6" and 175" (or so), the stock suspension setup is likely not for you either. Again, there are great tips on the JustKDX website for suspension setup.
5) If you don't already have them, get 6-pt metric sockets; don't waste your time with 12-pt ones, they just round off the really tight nuts.
6) Read the "New Bike Prep" info on the JustKDX web site, and believe me, when they say that the factory puts very little grease on the bearings, they aren't kidding!
Happy trails!