Congratulations, just have slip on termis in mine, you won't be disappointed!
WRT running in everyone has a different opinion. I've actually run 2 Panigale's in now, I limited both bikes to 6-7k for the first 600miles so as not to void warranty, but for the first 50-100 really worked the motor in that band with hard acceleration/deceleration to help seal the rings.
Both bikes burnt between 100-200ml of oil in that time and haven't smoked or used any since. My recommendation would be to use race mode to do it, obviously just need to be careful with new tyres.
Also make sure they put your rear suspension into P (progressive) rather than F (flat) - F is far too hard for the road.