I am still waiting for mine, only 5 weeks left from the 8 weeks they told me on the 9th of March ...
With SteamVR installed, set up and running you should just be able to start the game in VR via the desktop. First time you have to enable VR ingame via the HMD Display settings under Display.
SteamVR starts automatically when I launch Elite, but I think I had to enable this in the SteamVR Settings. It was a long time ago.
for switching between settings I use Dr. Kaii's EDProfiler - very usefull if you want to go back to pancake mode to take a few screenshots, and then back inside the ship, it requires a relaunch of the game though. Still, it allows you to prepare all settings with one click, so it saves a lot of fiddling around.
Be aware that VR will not be supported by the next expansion (at launch, may receive support later, old game will keep VR). Hopefully FDev changes their stance on this.