Should I wait until new job starts in a few months, or should I set up 401k now?

Both...most companies offer traditional pre-tax. Setting up a Roth now will allow you to put money aside that you were already taxed on so it won’t be taxed upon withdrawal. This is helpful if a. You end up making more in retirement b. If taxes are higher at that time of withdrawal and c. If you need income to help when you withdraw from your traditional company matched account to cover those taxes. But that’s just me....a financial planner can give you a better idea of all the options so you can understand all the avenues and pick what makes sense to your comfort level and lifestyle.