If you are a manager What are the highest priority steps should be starting in your new job ?

I would definitely say the first thing would be to listen. Get to know your department(s), their people, and how they do things. Learn as much as you can about what and why. Then you can move on to implementing changes, if necessary.

I have had managers who come in with a change agenda. They never took the time to listen and learn, so changes were met with resistance, but also weren't as effective in the long run as it could have been.