Just about the smartest thing you can do on arrival is to head to the central ticket office on the Leidseplein. So well signposted you can't miss it. They sell tickets for all the major museums (so you can sail past the queues at the van Gogh), concert halls and have a handy whiteboard of the day's events so you can see what's on. They also sell travel tickets and will answer almost any touristy question with a smile.
Google map: bit.ly/eNZ2O6
Send your feedback or queries to firstname.lastname@example.org