No, you don't need antivirus. You don't need any security apps at all (they are of dubious value even on Android, where it's possible to get yourself into trouble if you allow app installation from unknown sources). WP is arguably locked even tighter than iOS.
You *might* want to use a VPN if you were doing anything sensitive for business reasons, national security, or just for peace of mind when on unencrypted connections to websites, but almost anything important is automatically done over HTTPS (on banking sites, for instance) for the most part. No need to worry otherwise, and you can update on public Wi-Fi just fine.
For interesting things you can do or apps you might want:
- As shabby mentioned, get Nokia Here maps loaded for your state and surrounding states. Excellent offline navigation. I use Waze for when traffic might be a concern, though, which requires data.
- I listen to a lot of podcasts on my Lumia (I have the Icon). Podcasts! is a great app, and I spend a lot of time listening to podcasts like Freakonomics, TWiT network, and Stuff You Should Know in the background. There are podcasts for nearly every time of interest or hobby. Windows Weekly (TWiT podcast network) often has interesting news, app recommendations, etc for Windows Phone, as well as other Microsoft-related news.
- I spend even more time listening to music via Spotify (or Xbox Music, before I switched subscriptions, and still use it for locally stored music). Spotify recently got an update, as did Netflix, to catch them up to the Android and iOS versions. If you pay for a Premium subscription you can save music for offline listening, but even the free version of Spotify will let you play from their huge collection of music and playlists (albeit with ads and only shuffle mode for albums).
- Play around with Cortana if you like voice control. Does some things better than Siri or Google Now, and some things worse. I personally don't use voice control on any of my devices, but only as a matter of preference.
- Get MoliPlayer pro if you have any videos you want to store on the phone. Plays everything that the stock Videos app doesn't.
- Get a microSD card for additional music, app, and file storage. Lumia 520/521 is an awesome mp3 player, and can last a long time (especially if you buy cheap spare batteries). Make sure you get a fast microSD card from SanDisk or Samsung if you plan on using it for apps. I like SanDisk's Ultra line, but you can find fast Samsung cards on sale from time to time. Make sure you look at reviews and see what people are getting via benchmark, and not just the rated "class".
- Microsoft makes an Authenticator app for two-factor authentication. A must for securing email sites like Gmail or other accounts that could be compromised by hackers if they manage to guess your passwords. Equivalent (mostly) to Google Authenticator on Android.
- FreshPaint, Fantasia Painter, and PS Express are three excellent apps if you like to create art or edit photos on your phone. There are other purpose-made and specific apps for other thing like Instagram or for merging or converting photos, as well.
- If you have a Chromecast, Tubecast Pro is the only (or one of a few, been a while since I checked) that supports Chromecast. Other Miracast devices
like this one support mirroring your phone to tv screens or other displays with HDMI.
- Games: There are a number of good games for Windows Phone. I'm not as much of a mobile gamer as others, but currently I have: Halo: Spartan Assault, Trivia Crack, Bridge Constructor, Death Worm, Jetpack Joyride, Final Fantasy, Microsoft Mahjong, Rail Rush, Raving Rabbids Big Bang, RISK, Impossible Shoota, Reaper, Wordament, Temple Run 2, Radiant Defense, Subway Surfers, Sudoku, Doors, and Physi Bricks. There are a number of emulators available, too. The Xbox Games section of the app store is a great place to start if you don't mind paying for games that are better than average, but there are plenty of free games in the store.
- Play around with transparency tiles if you want the parallax effect. Pretty cool if done right.
- Sign up for the Preview for Developers program if you want all the latest updates. They are beta updates, but usually pretty stable in my experience. I think
these instructions on how to do it are still accurate, I hope.
- #1 ToolKit app has a lot of nifty mini apps like a recorder, timer, stopwatch, ruler, flashlight, etc. One of the best all-in-one tool apps I've seen.
- Dark Note is a great app for creating and pinning notes to your home screen. There are other apps that offer similar functionality, as well. Useful for short reminders.
- Translator is Microsoft's equivalent to Google Translate. Great for translating (of course) to/from different languages from different sources.
- Many apps will let you pin features in the form of a live tile to home screen. Weather is an obvious one and may be enabled by default (I forget), but you can also pin web sites as tiles. Look around in settings whenever you get a new app - sometimes pinning makes things a lot easier (like pinning specific podcasts, for instance).
- There are a number of remote desktop apps, both paid and free. I normally use TeamViewer.
- Archiver and Files apps are a must for extraction/file management on the device.
- If you have trouble sleeping sometimes or want to block out noise with ambient music or white noise, Relax Melodies, Soothr, and Sleep are worth checking out.
There are other random apps, tips, features, etc I'm missing, but you'll get most of it from checking out the store and from just playing around with the phone. If you want to keep up to date with Windows Phone news, check out
Windows Central.