You want to be cleaning the air filter and re-oiling regularly (like after every decent run), You can even just bin them and replace them as you can buy bags of them for not a lot of cash. Either way do it regular and often.
If you've got thick blue smoke coming out you not near tuned yet. It should be faint white at full throttle. you will know when its tuned because it will take off like crazy and sound superb at high revs. Try not to lean it too much for a start though until you're more used to it. I wouldn't wantyou burning out your engine