Before you run the car as you probably want to, it is VERY VERY VERY important that you break in the engine. You can compare this to breaking in a new pair of shoes. When you first get them, they are very stiff and if you wear them for a while they may hurt your feet. As you wear them longer and longer, they soften up and fit better.
Breaking in a nitro car is similar. Basically all you do is run the car at low speeds for a few tanks of gas. If you don't break it in properly, the piston and the sleeve will not fit each other very well and it will break the car very quickly.
FIRST TANK: For the first tank of gas, simply let the engine idle. Don't touch the accelerator. Just leave it alone and let it run all its gas out.
SECOND: For the second tank, put the car on a flat, hard surface such as a road, and run it around at low speeds. Don't pull the throttle more than 25% of the way, and don't keep it held down. Pump it every couple of seconds to keep the car going.
THIRD: For the third, do the same as the second, but don't go more than 50% of full throttle.
FOURTH: The fourth tank, don't go over 75% throttle.
FIFTH: And for the fifth tank, you can begin to go at full throttle, just do not keep it held at full throttle for more than 2 seconds. This puts too much stress on the engine, which has to heat up to make the metals mold to the right size. After the 5th tank, you can gradually increase how hard you run the engine. Soon enough you can do it however you want, through grass, off jumps, ect.