Yes VERY important! Do NOT Idle the truck to warm it up , or at the store etc ... The cylinder temps drop off to about 160 if left idle for say 5 minutes or so. This can lead to (Altho not proven ... yet) Cylinder washdown but more importantly WILL cause varnish deposits to build up on exhaust valves which if left to accumulate too long can cause valves to hang causing a power loss and rough run condition.
The reason is that the injection pump at idle is set to inject enough fuel to maintain a 800rpm idle. With a diesel (Direct Injected) there is not any restriction like throttle plates to make the engine work against itself to generate heat. For a direct injection diesel engine you must put a load against the engine to create heat. I. E Exhaust brake or PTO driven accessory or just plain drive it.
With my Exhaust brake on at idle I can maintain 450-600 all day long (Depending on outside temps. ) And do not run the truck with the heater plugged in as the imersion heater can break from being hot and vibrating in the current flow of the coolant.