Congrats on your new pet. My recommendation is to take is slow and easy for about two weeks and interact mostly inside of the cage. The reasoning behind this is to minimize stress until your chin is accommodated to you. Make sure your pet will come to you if you put your hand or arms into the cage. Also practice holding your chinchilla after a few more days in short sessions. If you have a tame chinchilla it shouldn't be a problem but most chins are going to take a little work. You are probably going to notice some behavioral changes over the week although every chinchilla is different.
I recommend forgoing all treats during this period. Let the digestive system return to normal and establish a routine. Apple slices are fine, just small raisin sized pieces, no more than two a day. I really don't use treats with my pets and give them attention instead and it is fine. My philosophy of chinchilla diet is less is more. A constant supply of clean water, loose hay and high quality pellets is all they really need. Avoid deluxe pelleted diets with mixtures of junk in them as they are devastating to chinchillas.
Dogs are not good for your pet. One wrong move and it's over. I have numerous sob stories I can tell including from my neighbor. I recommend you keep them separate but it is your judgment call with that.
