Newbie with free time

This may sound wild, but I’m coming from a background of events and hospitality management, so my nervous system might just be destroyed lol
I’ve just started a job I love and it’s WFH 4 days a week at the moment. I had a really thorough onboarding for my first two weeks with meetings, training, and documents etc and now I’m settling into tasks. Only issue is that I keep completing my tasks really quickly then being left with nothing to do.
I’m either waiting for approval from my manager to continue, or waiting for third party approval. We’re prepping for Christmas which is when most of our campaigns get really intense.

Am I insane for sitting here panicking, moving my mouse every few minutes, waiting for tasks to come in? I really don’t want to appear lazy, but I’ve taken all the initiative that I can find, and the temptation to go out to the shop or do my DIYs is there. I’ve never not been micromanaged like this before, and my whole team are lovely (many are remote/different time zones atm).
Do I go run errands and just keep my work phone and laptop with me? Do I wait until I’m here longer before I take a risk like that? Will my nervous system ever return to what it once was?