When you and your little one first come home from the NICU, it's probably going to be a little stressful. You're almost certainly not going to be getting out very much; preemie babies need to be sheltered as much as possible for the first few weeks. Be sure to limit your baby's exposure to the outside world, and except for doctor's visits, don't take him or her to any public places.
You'll also have to observe your infant carefully, especially if he or she is suffering from apnea or any other breathing issues. Infections are another cause for concern, and a typical, shrug-it-off illness like the common cold or a minor flu can be a major problem for preemies since their immune system isn't fully developed yet. Therefore, if your baby seems at all under the weather after you get home, you need to contact his or her pediatrician immediately.