There are mixed thoughts on if a 'burn off' is necessary for the first time you use a heat press. A burn-off is when you pump the heat up pretty high and for an extended period of time to let the stink burn off. I skipped this step and have had no issues.
You want to find the perfect spot for your heat press. A few things to keep in mind when deciding where to put your heat press:
Put it on a solid surface
If possible, plug it into its own outlet
Keep it out of reach of children
Don't put it too high that you have to reach to pull down the top plate
Have access to the press from three sides
A ceiling fan (and windows) in the room is recommended because this thing will really warm the room up
Perform the heat press pressure test
Store your heat-press open
Most heat presses are pretty similar in their operation. There's a power button, a temperature gauge, a timer, and pressure adjuster.