Set them as soon as you can. Specifically in relation to the kids and your room. Your room is yours. Are the kids cute? Yes. Do they wanna play with you? Yes. Do you want them to like you? Yes. Can they play in your room? NO. After a month or two the room rule should be slackened a little bit, but for the first month at least your room is your sanctuary. You set this rule early because then the kids know that your room is NOT their play room. You set this rule so that when you need alone time, you have it. If you let them in right off the bat, they will never leave! Prime example happened the other day: the boys were downstairs watching a movie, so I decided that since they were fine I would take a few moments in my room to read a bit of Terry Pratchett's genius (Moving Pictures). I go upstairs, I go into my room, grab my book, turn around, AND THEY FOLLOWED ME!
It is normal. You arrive, and the kids are cute and you want them to love you! You will be TEMPTED. Don't give in! You NEED an alone place! YOU NEED IT! Because otherwise you'll end up with the event that transpired with me and my charges. (the ending of which turned out with me being the bad guy for saying that they have to go back downstairs)