Always a good habit to open deliveries right away. With items that need assembly I always lay out all the parts to make sure I wasn't shorted anything. Very frustrating to get half way through a project and realize you don't have everything or that you have used the wrong part and have to disassemble. Checking everything off the parts list and understanding where each piece goes before beginning assembly is just good practice whether it's cheap furniture or more complex equipment.
As far as TL customer service, I have have nothing bad to say. I contacted them via e-mail on a Sunday night 9pm pacific time and received a quick response only a few minutes later. My parts all arrived correctly. If I have one minor grip, it's that the instructions could be better. I looks like they zerox off the instructions and the print quality isn't great and part of the instructions are in picture form and hard to see. Fortunately their products are pretty intuitive and simple to install.