Congratz on the purchace a new gun is always a fun day. I'll be the first to say read the FAQ's, there is lots of stuff in there and don't get too overwlmed by the various mods. Here is what I would do first
1. Clean it (as per sticky)
2. Remove and reinstall with locktite the scope mount (it may have come like that from the factory but you never know)
3. Lap the barrel (as per sticky) bascically a pre break in.
4. Mount the scope
5. If the budget allows buy a couple more boxes of ammo of various types
6. Go shooting have fun
Things to watch out for
Although it seem to be recently under debate when you shoot off a benchrest rest the gun close to the hindge pin. But it may shoot well off of the forend as well depends on the guns personality.
Chances are you gun is still an spring driven ejector you may experience a stuck case or two, take a cleaning rod along, they are not really stuck, the ejector just was not strong enough to pop it out. If this happens and there is a good chance that it will you will need to do a chamber polish (or you left crud in there after cleaning make sure the chamber is dry) (see sticky) lots of guys do it as a matter of course before shooting the first round. I like to leave a stock as possible for the first go then do mods after but that is just me.
Some new guns can pop open on firing it can be un nerving to a new guy and is in general a PIA. Before you shoot make sure the shelf on the barrel and the locking pin are clean and degreased. This could go away with "break-in" or you may need to tweak, and on occasion send it back ( cs at NEF is pretty good)
Grouping wise it is hard to say 1 to 1.5" is pretty normal but better is very possible, depends on how much you like to tincker and a little luck.
Just in case you don't now nef's web address
www.hr1871.comHave fun