Congrats on getting her up and running. The first one of anything is special so it's awesome your lathe is functional now and that you cut threads and knurls!
I always tell guys to buy some aluminum or 12L14 mild steel and just practice turning, facing, drilling - you know, all the basic stuff that we all need to learn. Focus on turning to dimensions, hitting specific target diameters and obtaining clean finishes. Much of what we do will depend on these basic skills. Learn to listen to the lathe and feel how it feels when it's cutting right. Use manual feed and find that sweet spot where there is a slight resistance to the feed. If you get chatter, slow the speed and/or increase the feed. So many lessons come from just simple practice.
The lathe will teach you how metal likes to be cut if you listen to it.