There are things you should do WHILE firing the first time.
1 - Eject a chambered round every once in a while after firing a round and check the nose of the bullet (or rims if hollowpoints) for "smiley" damage to the bullet. Depending on how deep the indentations are, you may want to consider doing the "rampectomy". More information on both these subjects can be found in the articles section of our home page.
2 - Watch the takedown pin to see if it creeps out.
Yup, that's about it!
They're reaching that stage of refinement now that a Fluff & Buff is really a owner's option, like with the P-32.
While you're waiting, you can get some snap-caps to practice dry-firing, and order a RJHedley pocket holster so your pistol's happy with it's new "home"!