Brand new Rescue dog – preventing bad habits? How?

We adopted a 2 yr old dog yesterday and she is settling in well (she is eating, pooping, sleeping, and in all the right places).

However … She just started to alarm bark at wind or whatever in the backyard right after we came in. This makes our other dog bark. He is a terrier, 11 yrs old, and it took a lot to make him less barky. So it's the sort of behavior that can escalate pretty fast.

I know there is the 3-3-3 rule and we are still in the first 3 days. But I'm also thinking that if there is wisdom in curbing the behavior I should do that

So … When you have a new rescue who has a very soft, submissive personality… Do you gently correct behavior like this or wait til the dog has unfolded a little more? She seems to respond to Ah-Ah-Ah as a sign to stop doing something (like approaching our older dog too quickly or in a way he could feel cornered).

I'm really asking, "do you nip behaviors in the bud or hang back to see how things unfold?"