First of all, Welcome to aamchi Mumbai
Many of the generic points are covered in other comments. Let me add a few based on experience of a Gurgaon girl shifted to Mumbai.
Weather : Hot and Humid. Don't bring any warm clothes. There is no winter. Bring lots of napkins(to wipe that sweat). Superior air quality. You can breathe without 😷 (atleast yet). Monsoons are heavy and you will hate it for the first month/year.
Food - Maharashtrian cuisine is simple and tasty. You will find Vadapav, Pav Bhaji, Upma Poha, Misal at every nook and corner. City is cosmopolitan, so all cuisines are available and enough options for veg/nonveg. However, You will miss Delhi street food.
Public Transport - Its cheap and superfast but highly crowded. World famous local trains are not for beginners. Autos and Taxis work on meter. So no bargaining or overcharging. But, be ready to face rejections, lots of them 😪
Housing - You will get matchbox sized house for price of a Delhi Villa. If you plan to move in with furniture, better get a degree first in space planning. City has a stark divide in eastern and western suburbs. West being more affluent than the east.
People: They mind their own business. So much so that, no one would bother to help unless you ask. No hostility to any community or background (few exceptions).
No one will say 'Tu jaanta nai mera baap kaun hai' 😂 Don't get offended if you hear ocassional marathi gaali. Get used to hearing lots of Sorry.
Amenities: 24x7 electricity unlike gurgaon/Bangalore and Seasonal water cuts( in few areas) .
Cost of living: Everything from cylinder gas to booze is expensive.
Tips
Dont call locals 'bhaiyaa'. Instead call bhau, dada, tai, didi, etc
Don't be depressed if you don't find anyone to socialize. People are too busy working but find enough time on weekends.
You might feel a bit lost due to fast pace nature. Eventually get used to it.
Don't ask any boy 'jevlas ka'. He might mistaken you for flirting 😬