Have you made the right choice, well yes, you have ordered a scroll saw ;-)
Although as others have said most sub £200 scroll saws are very similar with only a couple of major differences
The Record you have ordered is as others have said sold under various retail badging at prices from £70 to £200
I have a Scheppach version but its the exact same same in a different colour
It will certainly do a job of work for you as will most other saws, like most machinery, cars etc usually the more expensive models have more bells and whistles than the cheap versions, ie the cheapest car will go from A to B but the posh versions will usually do it quicker, quieter and in more comfort
The first thing to do is order some good quality blades as advised by Brian, the ones supplied with the saw and from most large DIY type retailers are rather agricultural, they will cut but crudely, you not not regret getting better blades (incidentally the better quality Pegas blades will be cheaper than the vast majority of DIY store blades)
In the sub £200 variety of scroll saws, the two significant differences are the blade changing which I think has already been covered (also see the review video below) and the tensioner
On your type you need to unscrew the tensioner each time you change the blade, then retighten after changing the blade, some lower end saws have a lever as well as a knob, so once tension is achieved you can flip the lever over to release the tension then flip it back again after the change, its not the be all and end all but makes blade changing quicker and easier and therefore more enjoyable
The key to producing any form of woodwork is practice, the more you do the better you will get at it, eventually if you enjoy it you will probably want to invest in a better saw but for now you will be able to do all manner of work with yours
If you haven't already discovered it, do visit Steve Goods site
http://scrollsawworkshop.blogspot.com/ where you will find his catalogue with more free patterns than you will ever need, plus lots more besides
A review on your saw which covers the main points
https://www.youtube.com/watch?reload=9&v=1zMU3seVu94
(I wouldn't agree with his assessment of dust extraction though, its very important IMHO)