Hi MattL,
Congratulations on your new mattress … you certainly made a high quality/value choice 
Outside of bedding and a pillow which you already have … the only other things you need are a suitable support system under your mattress and a mattress protector.
If you have a steel bedframe then you would need a suitable foundation to go on top of it to support the mattress. If you have a wooden bedframe that only has about 5 cross slats or so with wide gaps between the slats then you would also need a foundation on the bedframe to support the mattress. If you have a slatted platform bed that is suitable for using directly under the mattress (the slats aren’t more than about 4" - 5" apart and preferably less would be much better) then it would be fine by itself. There is more about support systems and foundations in the foundation post here.
You would also need a suitable mattress protector to protect your mattress from stains and the body fluids and oils that we release each night, to protect against spills and accidents, and to keep your sleeping surface in a clean and hygienic condition. It will also protect your warranty because mattress warranties are usually voided with any type of stain on a mattress. There is more about the different types of mattress protectors in post #89 here but the one you linked would certainly be suitable and the thin membrane type of protectors are a very popular choice because they are lower cost, mostly waterproof, semi breathable, and have little effect on the feel of your mattress.
Phoenix