A couple suggestions before you get to the range.
Clean it and get the preservative off. Disassemble and clean the mags inside and out. Be sure to lube it properly and liberally, grease is your friend. Pay special attention to the underside of the frame rails. It doesn't hurt to take a good look at the slide rails and check for any obvious burrs. You will get reports of guns that really grind the frame for the first couple hundred rounds after which the wear usually stops, I'm thinking a good inspection could have revealed a burr that could have easily been removed. By the way those cosmetic frame abrasions are generally not serviced by the factory and are regarded as normal.
Google Florks lubrication guide, that ought to just about wear you out as far as cleaning and lubing goes.
The sights are regulated to work as a "combat hold" ( the three of mine anyway). That is, line them up as normal, the bullet hole will appear in the center of the white dot of the front sight. Cover what needs shot with the white dot and press the trigger, repeat as needed.
The SIGness is strong, resistance is futile, you will be buying more. May I suggest you try the P-220, A P-226 in 9MM, a SP-2022 (very nice by the way so much better than the price would suggest) P-238 ( what Bond wished he had) and finally a P-239.
Congratulations.