Read a decent guide.
Thats pretty much it, a good guide will tell you everything you need to know.
Though here is a bit of a run down:
-With the stock cooler your OC will be heavily limited from your temps.
-Your OC can be limited if running 1333MHz RAM.
-You should always monitor temps.
-You should always stress test the CPU, this means loading it up to 100% for a while to check for instability. Make your you monitor your temps while you do this an don't let them get past around 65/70. A good program is Prime95
-To check temps there is HWMonitor and Realtemp
-Use CPU-Z to monitor your system (clock speed, RAM speed, etc)
Hope that helps.