Although it's tempting to get your telescope set up as soon as possible and take a look at the heavens, it's always better to do a bit of research beforehand. After all, it's way more fun to actually know what you are looking at.
First thing to do is to get your bearings, learn where the points of the compass are in the sky. You need to know where north and south are when you are trying to fine heavenly objects. You also need to know why the stars seem to move across the sky the way they do. The Earth, because it spins from the west to east, makes the sky look as if it is moving east to west.
So that you can identify what the object in the sky are, you should also get hold of a star chart, and find the North Star on it. If you sit down and watch the sky, it appears to move around the North Star. Using a planisphere star chart, and the pole star as the 'marker' for finding your way around the sky, you can find all sorts of constellations, stars, and planets.
If you set the planisphere to the date on the edge of the disk, hold the chart over your head while facing north on the chart, and in the sky, you can use the chart like a road map. Imagine a line running from the north star to the constellation you want to look at, this will give you a direction to aim your telescope.
What can also help you to orientate you to the scale and position of stars, is to use your hand. Stretch your hand up towards the sky, and as a rough guide, one finger is about one degree. Another handy guide to know is that the distance between your little finger and thumb, when your fingers are spread out is about 16 to 20 degrees on the star chart.
Matching the amount of degrees on the star chart with your fingers will put you in the rough area of the astronomical object you want to view. Again, imagining a line drawn between one bright star to another will give you a better idea of how the constellation looks, and where it is in the sky.
Now that you have studied the star chart, and are starting to find your way around the sky, it's time to break out the telescope. You want to choose an area with as little light pollution as possible. So make sure there are no patio lights around, and get yourself as far away from street lighting as you can.
Wrap yourself up warmly, and set up your telescope outside about half an hour before you are going to start looking at the stars. This time outside will allow your telescope to adjust to the outside temperature. If you don't do this, your telescope may mist up as soon as you try to use it.
Give yourself about fifteen minutes outside to allow your eyes to adjust to the dark. If you have to use a light to look at your star chart or telescope settings, then use a light with a red filter. Red filters wont affect your night vision.
Begin with looking at the brighter and easier recognisable objects, and you will soon be finding your way around the sky with no problems. Just take your time and make notes of your observations. Drawing the image you see is also a good idea. A drawing and proper notes of the time and date will let you see the changes to the sky from month to month
Remember that whatever size of telescope you have, there are a lot of things to see out there, from the phases of the moon, to the Horsehead Nebula, to Saturn and Jupiter, and even Mars. Just do your homework beforehand, and plan ahead, and you will see some amazing sites.