I am due to start in October, what should I expect in the first few months? I know I shouldn't be thinking about this now as I am still doing my MSc.

Expect a lot of grief!

But some good times too

I'm six months in but you'd have to give some more info to make meaningful answers possible...
I suppose it depends a lot on your field (sciences/social sciences/humanities) and on your living situation (are you changing university or even country or are you staying put) and on your funding situation. And then it depends if you have already a well developed research question (perhaps from your masters thesis) or if you are still going to be finding one in those first 6 months...

make sure you get a long relaxing holiday between finishing the masters and starting the PhD. I didn't, and I regret that. The holiday I got before my masters degree was my last one (4 years ago). You may not be able to find time or money for holiday once you started the PhD. And congratulations for getting the place

Expect to do a lot of reading in the first few months & wondering if you should actually be doing something else

Well I suppose it's quite usual to be a bit disoriented but at the same time full of enthusiasm! I mean, unless you have a perfectly defined proposal on a topic you've already worked on (on your masters thesis, undergraduate thesis...) there will probably be a lot of things to decide about your proposal and not having a clear idea of what to read or what to write can be a bit frustrating...

Like everyone else says, you'll be doing lots of reading (ideally coupled with a rough literature review), you'll be considering ideas for your methodology and you'll be getting to know your supervisor(s) and your peers.

One thing I would say though is, although lots of enthusiasm and motivation is good (you'll need it), remember it is a long road so don't burn yourself out at the start by working too hard. Steady as she goes in your first year. Good luck!

Expect nothing but reading for first few weeks even months, possibly having to write a literature review on what you've read, and depending if you know exactly what you're going to be doing or not you may have to find out