Nothing to worry about, other than the fact that if you are anything like me, you will buy the Walker for your first BP revolver and in 5 years you will have over 40 of the damned things?
Uberti is a good maker, their stuff is as good as it gets. They are the only Walker game in town, so you pays yer money and you takes yer chances. It's very doubtful that the revolver has been damaged in the case, just look at the nipples for signs of dry-firing, but that's doubtful to have happened. You'll want another $hundred of accessories, mainly a powder measure, caps, balls, powder, and a nipple wrench.
It'l shoot fine out of the box and it'll shoot better once you tune it a bit and fit the arbor. At that time it'll shoot better than an original, likely.
You do not need to do anything to the wedge other than SHOOT it. They self-fit with use. I use a small brass face hammer to start them when they are brand new.