What kind of things need to be done at the creation of a new game and can't be changed later?

I remember hearing that in order to set up a co dm, you had to do it at creation. Or maybe that was just to be able to share some pro feature or something. i think character sheet choices need to be done at creation. But is there anything else? Like if I buy the Curse of Strahd module do I need to do that before I create the game, and select it at the games creation? I just don't want to go through a bunch of set up only to discover I missed something vital. Thank you in advance for the help. I have been a player here for years, but I'm just getting into DMing and I am going way way deep into the technical aspects. 

The only thing that has to be done at game creation is selection of a module (as opposed to an add on). Character sheet selection SHOULD only be done before you have a ton of monsters and pcs that will need to be converted, but can be done at any time. Everything else can be done whenever.

If you are not a Pro subscriber, there are some things you can do at the start of a campaign that will be harder to do later, but this depends on the system and sheet you are using. Like if all PC sheets have some things in common, you could set up a template character sheet at the start, and make copies of it when you want to create a new PC. But it's not something you need to do, just helpful depending on system and sheet.