The first rule of R/C anything is to never have the receiver turned on unless the transmitter is on as well. Secondly the ESC is going to full throttle with the TX off because the failsafe has not been set.

Your first step here would be to read the instructions to re calibrate your ESC. This would involve returning your TX throttle settings back to default. Then follow the instructions to recalibrate the ESC then follow the radio instructions to set the failsafe. The TX instructions should also cover setting up a throttle cut switch that will inactivate the ESC.