Some great advice here, especially some Excel skills which I think will come in handy, but I'm going to disagree with all of it.
From experience, I know that McKinsey will give you all the training, coaching, and feedback you need once you start. You'll likely find it easier to learn when you know exactly what you need it for and when you see "how it's done here." So perhaps you should leave most of the skills training for later.
On the other hand, what about the big picture? Most of us spend so much time and effort preparing for careers at MBB, that we don't think enough about why we're doing it? What's important to you and what's your purpose? Spending time to deepen this aspect of yourself will help you find work at McKinsey that suits you best.
Second: people. Now that you have accepted your offer, it's a great time to work on your professional relationships. You're not busy right now, so who else can you support and help out? (trust me, it'll pay you back in the future, but that's another subject). Who can you reach out to so that you stay connected and for advice and mentorship? These sort of phone calls and virtual meetings are very important but almost never urgent, and now you have the luxury of time to make them happen.
Hope this helps. Best of luck!