Know Where You're Moving
This is a "before" moving thought, but when you are looking at places, know what kind of neighborhoods they are in and what the area around them is like. While Pittsburghers are pretty similar at the core, the outside and how they like to live is widely different. If you're going to move to Homestead, you're probably not the same kind of person who would move to the Southside. Know the area and if you can actually see yourself there. If you cannot physically get the the neighborhood to see the place you'll be moving to, at the very least look up the address on Google maps and get a street view. If you're someone who wants to go out at night to do things and still feel safe, make sure the area is a place where that is possible. If you have little kids, you might not want to be in a place with a nightlife scene. I'd highly advise you to spend the day and/or night exploring in the area you want to move to and see if you can really fit there if you can, before selecting a space you might be stuck with.
Figure Out Public Transit
Whether or not you're moving to Pittsburgh with or without a car, at some point you will probably use public transit, so figure it out before you have to. You don't want to be stuck one day because your car won't start and you're late for work because you don't know what bus can get you there. T and incline schedules are pretty easy to figure out but unless you have a PhD in graphing calculations or know the system well, a bus schedule will confuse the pants off of you. And while I feel like an advertiser for Google now that this is the second time I mentioned it, just use Google maps/directions for a bus schedule. Also, get a Connect Card, because cash machines in the city are on their way out and if you're not a regular public transit user, you're going to want one so you don't have to buy a pass.
Get A Bike
I highly suggest this if you are without a car, you have the space to store it, and if you are in one of the awkward parts of Pittsburgh where public transit is limited. You need to be able to get places and the bike culture of Pittsburgh is becoming much more accessible thanks to BikePGH. Just please be careful and follow the "ways of the road" because Pittsburgh drivers are still Pittsburgh drivers and you might be over the age of twelve, but you still need to wear a helmet and have a light, and preferably a bell on your bike so everyone else can see and hear you coming by them. Be considerate of pedestrians and drivers and they will be considerate of you.
Consider Investing In A Zipcar Account
I know I'm talking a lot about transportation here, but it's because it's super important and because getting a Zipcar account was probably the best decision I ever made after moving to the city. If you have a car, you can skip over this part, otherwise, hear me out. There will be days when you want to go to an event or see a friend outside of the city and there will be no other way to get there without driving yourself. And because it's smart to live in Pittsburgh without one that you own, because you'll save on gas, parking and insurance, you'll want something every now and then that is reliable and that you can pretty much customize to your lifestyle. They offer different kinds of accounts based on how much you'll use a car, they have different damage fee waivers if you're in an accident, and are very reasonably priced, and you do not pay for gas. There are only a few simple rules about being a Zipcar member and they have a VERY helpful customer service staff if you ever need to call them. I could not recommend this company enough and they are getting better and bigger in Pittsburgh.
Take the time to get lost on a day where you have nothing else to do, whether it's by foot or on the bus. I very literally did this throughout my entire first week of moving downtown. Each day I walked around parts of downtown, going on a different route every time, just to see how to get around different areas and where certain things are located. Granted, during the first couple days I panicked a few times because I seriously thought I was lost for good, and an earthquake happened while I was out the one day, but by the end of the week, I had it all figured out. What alleys lead to major roads, where the shortcuts through buildings are and how to avoid rain/snow for a walk to campus based on who has the best coverage over their sidewalks. Trust me, when I was later on crutches because of ACL surgery, I was very thankful for my week of exploring because I was able to very safely get to and from school, my apartment, work and physical therapy, because I very much mapped out my territory and where the safest ways to go would be.
Take Time To Find Your Favorites
This goes along with exploring too, but don't take Pittsburgh for granted. There is so much around to be explored. Take the time to really check out the restaurants, shops and bars around you until you declare one your favorite. And while I'm very guilty of just running across the street from my apartment to get Subway real quick on multiple occasions, it was certainly not my favorite sandwich place downtown. It took me a couple months to settle on my favorite places downtown to meet friends for drinks, get pizza or gyros, order Chinese and Thai, sit and sip coffee, or which shops I knew I could find exactly what I'd want for great accessories or greeting cards (because if you know me, I'm picky about my cards haha). But seriously, take your time with this one, because when your 'out of town' friends come to visit, you'll want to show them the best your area has to offer, not just another Panera. Though I do love Panera.
Pittsburgh is a unique place to be and this is a great time to be there. So much is transforming, we're being recognized for sports and entertainment, health care and education, and this is certainly not the smokey city that it once was and is becoming more energy-efficient and "green" everyday. Enjoy your time living in the 'burgh!
Although products, services, and places were mentioned, all opinions are my own.