As someone 24 hours ahead of you, unless you already have it in some form (I bought my N800 off ebay, so might not have got all the usual bits and pieces) download the user guide from Nokia's website, and follow its instructions about changing the Lock password to something you definitely won't forget - unlike some mobile devices, the N800 can only be brought back from a forgotten password by a service centre.

But pwd lockout might be more a nightmare of mine than a reasonable fear. (A new N800 will have its pwd set to 12345, I think.)