I did a burn in on mine before cooking, mainly to see how it deals maintaining and controlling temps. due to the porcelain coating you don't really need to do a high fat cook for your first one, but it's up to you. I did a pork shoulder for my first cook.
Welders gloves are a great thing to have, i might also suggest a fire poke.
I also got felt gasket material, similar to what is used on the BGE, and used it on the lip of the center section to seal the lid better, I also used some around the edges of the door.