I like to spend time on the first day of class reminding my students that I know they're people. By that I mean that big and little things happen, and they will sometimes get in the way of their learning journey. I explicitly tell students a list of some of reasons they can and should come to office hours, and that they don't have to make an appointment to do so. We talk about all of the resources available to them for this class, and how to effectively use them. Really, I tell them all the things I wish that someone had told me when I took my first college class.
In an effort to get the info I need from my students, as well as getting know something about them as people, I had out a short questionnaire. My first day question sheet is a play on the sheet that Andre Olivera and I handed out the first time that we taught together. I've handed a version of this out every time that I've taught, and it gives me the info I need to start the class, as well as telling me something about my students. It's evolved a little bit since then, and will probably continue to do so. This semester, I know that about a third of my class wishes Wesleyan were in California and at least one (very practical person) wishes the campus were in Finland so it would be free to attend. There is at least one empanada lover in the class. Two, if you include me.
The question sheet in it's current format is below. The pdf and tex are here. I usually print two per page, so the second page is a duplicate page of the first.