Honestly, there is very little to worry about. Make sure the domain resolves to a real web page and is not "parked". More info here; the solution is to put up a basic splash page that has a little information about what the site is (or will be).
The only other concern would be if you are planning thousands or millions of pages. So many new pages appearing overnight will look suspect to search engines, so it is better to launch with a few pages and add content as you go.
It's not necessary to publicise your site in this time (and risk disappointing users), Google is very good at finding new sites with few or no links pointing to them.