cberry, welcome to TDR.
Well I'll just quickly list a few important "Dos" and "Don'ts":
Warmup. . . now with spring coming this isn't so critical but unlike gas rigs, it is better for the engine to head out within a couple minutes of starting up instead of letting it sit there and run. Diesels don't warm up very fast unless you start driving them (go easy until the temp gets up around 140F). Another note, in cooler weather you'll notice your lights dim and voltage gauge cycle down very low, due to the grid heater warming intake air at startup (these engines don't use glowplugs like GM and Ford. . . a good thing). Also some blue smoke is normal.
Breakin. . . Drive it normal for the most part but don't rev hard or lug it down (use more than 1/2 throttle under 1300-1500rpm) for the first few hundred miles. After a 1000 miles or so it would be good for it to tow something or haul a load to start working the engine and help seat rings.
BOMBing. . . I'd suggest waiting a few thousand miles before adding a box or injectors. Start with gauges before mods. (BOMB = Better Off Modified Baby, by the way)
Filters & Oil: This is the subject of endless debate but the bottom line is, use a good Diesel rated oil (CG, CH classification). Chevron Delo 400 and Shell Rotella T are a couple excellent examples. Filters, stick with Fleetguard (available at Geno's Garage), also Napa Gold or Wix are OK. Do NOT use Fram!
Hope this gets ya started

. I promise you though, once you ride in a BOMBed Ram or hang around this forum too much, you WILL catch BOMBitis!!!!!
Vaughn