well the cyclo is considered one of the best flashcarts so i think you made a good decision
theres only a few things you need to do/know:
1. get the firmware. the newest one is 1.51 i believe and is available off the cyclods website or the downloads section here on GBAtemp
2. get the games you want (DS and gba. youll have to find yourself)
3. get skins if you want from ndsthemes.com
4. download any homebrew you want
go to the NDS homebrew section for more info on which ones are good
5. im assuming youre planning to play gba games and awhile back the cyclo had like 3in1 support built in but now it doesnt so you have to download something called the GBAexploader or something
theres a few features of the cyclo you might want to know about:
ingame menu. press L+R+a+b+y+x to pull up a menu during the game
you can enable/disable cheats here, read a ingame text file (for walkthroughs), enable slowmotion, and save using the real time save feature. the real time save (if you dont know) is so that you can save anytime during a game (like a save slot)
i think thats about it
well, goodluck!