Welcome to the wonderful world of shotguns!!! Nothing --NOTHING-- beats a good 12 gauge pump in my opinion! Especially a Remington 870, and especially the Marine Magnum.
I've owned 2 Remington Marine Magnums. Of every shotgun I've ever tinkered with --Benellis, Mossbergs, Winchesters, other Remingtons, etc, nothing tops the 870 Marine Magnum. Reliability of any 870 with the durability of the electroless nickel finish. Which brings me to my next point...
Someone here will probably disagree, but my understanding of the electroless nickel is that it is a special breed of finish. Not only is it sexy and totally rust resistant, but it doesn't require lubrication. The nickel essentially slides on itself and has little to no friction because of that. Lube it if you want-- but its not necessary. No reason not to, really, because the thing won't rust.
A buddy of mine had a Remington 870 Express when we went camping once. Snowed all night and he had it in the tent with him. I dunno if it got damp or what, but it was cold and moist as hell and when we woke up the entire thing was covered in rust. I put my Marine Magnum in my trunk during a rain storm, so it was soaking wet. I didn't get it out for another month or two (this is a true story-- no exaggerations) and there was not a mark except a funky green line down one side of it. I took a rag and rubbed it hard enough to create some friction and the green "scratch" came right out. To this day it looks brand-spanking new. I have used and abused the crap out of it and I could easily pass it off for new and unfired after a thorough cleaning.
In short, treat the Marine Magnum like a red-headed stepchild and she'll still treat you like a King. You made a great choice.