In order to have a successful first night with your puppy, there are a few things to take into consideration. First, the dog may or may not have had experience in the crate. Hopefully, if you've chosen a good breeder, that breeder had already done some of the preliminary work with the puppy to get him prepared for a crate. Having positive experience with the crate is going to be the first step throughout the day and that will be putting, hollow bones and treats, letting him eat his meals, things like that, inside the crate so the crate has a positive association to start off with.
You could also bring the crate up to your room for the first night, even for the first week or so, just so the dog is close to you. You can also hear if the dog is having a hard time or maybe the dog needs to use the bathroom during the night. You can get him to the right place at the right time. Most dogs, when they wake up, they wake up early or they have to use the bathroom, they will cry and whine in the crate.
This shouldn't be something to be terribly concerned of when they're first at your house. Make sure that the dog is having a positive association with the crate before bedtime, has had come success with it and also, if you're speaking to a breeder, you can try and ask a breeder what their protocol is for trying to get the dog already set up to be comfortable in a crate. If the dog is whining and crying uncontrollably, you want to try and give it something to do in there.
Giving it some sort of a chew toy. Some food stuffed inside of a hollow toy is a great distraction or a great way to get a dog to have a positive association with the crate. What it all boils down to is the dog having a positive association, being close to you and having a successful first night.