I would say that an important bit of information for anyone getting into this hobby would be to get to know your vehicle. First thing I did when I opened mine up was pull it apart. I wanted to see how things went together and where things went. That way if I did break something or lost a part, I had an idea of what I needed to fix it. Also, paint anything that can fall off easily such as drive shafts or axles. Someone else told me to do it in a thread and it is a great idea.

As far as a first run:
1. Check the car over entirely. Check every screw and nut and apply lock tite where applicable. Make sure to check the gear mesh. (Remember, these are assembled by human beings so there will always be human error involved.)
2. Follow the break in method of your choice. (Just like car engines, EVERYONE has their opinion on this one.)
3. Take your time getting use to the vehicle.
4. If you are having a problem starting the vehicle, check all things that apply to fuel. Check that you are getting fuel, needles are set correctly, glow plug is not fowled, glow starter is charged and servo is set to a decent amount of fuel for starting.

I don't really worry about breaking stuff or if my engine lasts 10 gallons of fuel. I go out to have fun and if it breaks or my engine dies, I will fix it. If you spend most of the time worrying about breaking it, you aren't really driving it.

I am by no means an expert, this is just what I have learned along the way.