Make sure you get any and all air bubbles out of the oil lines. First, you want to make sure the line from the reservoir to the pump is bled (just fill the tank, open the bleeder screw, and let oil dribble out until there are no bubbles in the line). Second, it's a good idea to run the oil pump and make sure you've got oil flowing through the lines. Air bubbles aren't as big a deal if they're after the pump - it's when there's air in the pump that you can lose oiling completely - but it's good to make sure oil is feeding through all the lines. As for adjustment, there's a mark on the arm of the pump that's supposed to align with a mark on the body at idle; tighten up the cable to the pump until it's aligned, or slightly past wouldn't hurt. One more good practice is to fill the oil tank from near empty a pint at a time, making a mark each time. After a couple gas fills, you'll be able to get a pretty accurate figure for your fuel-oil mix. If it's a little off, you can adjust the pump; if it's way off, you might have a problem.
Also, ditto the coolant thing. You want the nose elevated 30 degrees or so; just opening the bleed screw on the thermostat housing doesn't do much, and even the service manual procedures aren't great. Then, when you start it up, feel the coolers to make sure they're warming up with the engine. I flushed the whole system on my EDGE, and it was a pain to get all the air out.