Not knowing your current situation it's hard to say. Are your books from Amazon or elsewhere? Are they DRM'd? Do you currently use Calibre to manage your library? Do you want to be able to transfer your current books to the Kobo?
If you want to use collections/shelves and have Calibre manage them for you this might be of interest...
Kobo Shelves and Collections in the MR Wiki
There are also the sticky posts here in the Kobo forum that may have some useful info depending on what you might want to know.
Biggest thing will be, if you want to read your current Kindle books on the Kobo your best bet will generally be to remove the DRM (see the Apprentice Alf blog) if you haven't already and then use Calibre and convert them to ePub. Also decide if you want to read ePub or kePub (I'd try a couple of both at first) on the Kobo so you can get your workflow setup from the start.