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Congrats on your Cobra purchase, and welcome to the CT Cobra scene, which is almost non existent. There are no Cobra clubs and no formal get togethers around here, with the exception of Jay at Vintage Motorsports who semi-regularly schedules runs and breakfast trips from his shops in Wallingford. Jay welcomes Cobras of all variations and manufacture and all the local Cobra guys are great when we actually get together. I've met several great guys on a few occasions, but mainly drive with my lady in tow to local cruises and such.
As for DMV, just have all the paperwork, especially the title, bill of sale, and previous registration from whatever state it came from. The inspectors at DMV are fair, but will not register this car as a 1965/66. They want to see that it was registered as a composite or component car. They will not accept an old Ford title! If it was titled as a 1965/66 Cobra, they will want the MSO from the manufacturer. Just a heads-up. Good luck. I'm sure we'll meet up soon.
Rich