With several thousand people moving to a new world, some kind of organisation is required and a leader is fairly important, or at least a team that works together to lead. But you can’t just arrive, then choose a government. It would be chaos.
From the moment colonists are chosen, a leader must emerge. Not just one, but an entire government must be chosen. Each person has a useful skill for the colony, and some are natural leaders. They must be charismatic, organised, thoughtful, compassionate, and possess common sense. They need to organise the colony even before the ship is launched. On arrival, they must direct everyone to their tasks. presumably, the lay of the land will already be known, so they must oversee the setup of the colony, and the colonists will know exactly what their jobs are. In case off emergency, they must have contingency plans prepared.
The initial government need not be large, but there should be people assigned to direct and oversee various aspects, such as infrastructure, energy, agriculture, education, medicine, labour, natural resources, exploration, and so on. They should be experts at what they manage.
After the dust settles, and everything is running smoothly, a new elected government may be chosen. If new settlements are formed, they too can choose a local government.
One thing that is important before going is to establish a colony charter, a set of rules that all colonists must abide by. What would you want to include in the charter?