Welcome to the Benelli Owner's club! You made a great purchase.
I have this choke tube wrench: $3.50 from MidwayUSA, though a quarter may work like Golden Dragon suggested.
http://www.midwayusa.com/product/678490/carlsons-universal-choke-tube-wrench
In a advanced shotgun defense class I attended last month, we discussed pro's and con's of various types of home defense ammo. Seems like bird shot will give a very tight pattern at 15 feet, punching a hole in a bad guy's chest (or head) and yet not endanger a loved one in the next room. If you don't have to worry about another person in the next room (or rooms), and you live in a single family house, I load 00 buck. Also good for a bad guy(s) advancing in the back yard. Just my thoughts based on my own particular home layout and situation. IF anything penetrated through my exterior walls, I have high block walls to stop the projectile from reaching my neighbor's house. It's important to consider where the projectile will go if you missed the bad guy. That's why bird shot seems a safe bet within the house. I don't care who you are, if you get hit with bird shot at conversational distances, you will probably bleed to death before I eventually call 911 for you.
This is my opinion only and should not be considered legal or professional advice. This post does not reflect the views of Benelli USA, other forum members, their advertisers, employees, board of directors, landlords, cleaning crew staff, gardener, my cousin Lois, or my pet iguana Mr Wiggles; your mileage may vary, void where prohibited, no salesman will call, batteries not included, offer void in Utah, some restrictions may apply, do not operate heavy machinery while reading this post, must be 18 or older to play, see rule book for details.