Start by recognizing your backup contacts for the time when you are out of the office. Make sure that, when needed, they can be available to help customers instead of you. Meeting with your co-workers and making everything clear should be one of your top priorities. The person who covers you while you are gone should not find that out by receiving an email out of nowhere. Be professional and plan everything properly — you are about to take a break, after all.
Oh gosh. You’ve just reminded me that I was supposed to change my VM before every vacation or holiday at my old job. Something I completely forgot to do after the first year. Whoops!

It was a commodities trading firm. I still barely know what they do. But, I would answer the phone, listen to whatever they said, understand not much and then I would say “lemme put you on hold” and then I would turn to the nearest person not on the phone and I’d say something dumb like “They’re calling about like…salt maybe?” And then I’d transfer to that person and they would figure out who it went to. (They all knew who was trading what that day. Nobody ever told me.)
But let’s talk out-of-office messages: overshares, excessive detail, the ones that self-aggrandize (I once had a coworker whose auto-replies often said he’d be in late because he “pulled an all-nighter” on various work projects, etc.), the ones that never get turned off, people who don’t use them at all, and other pet peeves.