You start with the obvious; Read the camera manual so you know it's possible quirks. After that...
Record some video, hook it up to the Mac, turn the camera on and set any required settings as the camera manual described. Do not record any standard definition (I think your camera is HD) if that option is even available.
Start up iMovie and click on the camera icon on the left of the middle tool bar. Hopefully you'll see icons of the video on your camera pop into a panel or window. I believe you can play them right there. You then figure out how to import them into iMovie. Unfortunately Apple's online tutorials are now MIA, but likely the iMovie Help menu will be helpful here. There are many tutorials on YouTube.
I don't know anything about Premier, but again, I'm sure there are online tutorials to be found. I didn't know the version from CS4 ran on a Mac.
The last thing you should be starting with is reading other peoples problems or suggestions when you haven't even played with your new toy. That is wasted energy and time that may even discourage you. Completely ignore that stuff until you hit a problem.
First familiarize your self with the new device and move forward from there. As you become familiar with it and learn some of the nomenclature, you'll be able to perform better on-line searches and formulate better questions when you get stuck and need to post your own questions.
The versions of OS X and iMovie should work fine with your new camera. That version of iMovie is what came with iLife '09. iLife '11 was just recently released, but I see no reason for you to upgrade.