Like Tom said "Distance to go" is your friend when trying things out. I don't always like to run in dry run mode because it normally disables rapid but if your machine can feed really quickly when turned all the way up it could frighten you a bit. I prefer normal Auto mode and rapids just set down really low.
Then a few common mistakes that I have picked up on
- Not checking how high your clamps are and sending a drill or cutter into them. Remember if you are not running high production a bigger "safety rapid plane" is not going to waste too much time.
- As desert said make sure that you are in incremental when homing. As a rule of thumb I ALWAYS go back to absolute right after homing even if my program is using incremental. Turn it on when needed
-Not double checking that all your tool height offsets are in properly (check them... then check them and check them again) It not a problem if the tool is shorter but longer
-NEVER assume that your next line WILL be correct. Remember since you are not using cam and a tried and tested Post your only way to check it is at the machine really. Waste time but rather save your tooling and machine.
-E-STOP is your LAST option... If your rapids are set low while proving programs out your feed hold button in single block mode should be sufficient. I am not saying don't use the e-stop but an endmill digging into a full slot and really going for it might just make you crap your pants more than feed holding and quickly jogging it out of the cut.
-Make sure that Air/Lube/Coolant are all correct. Different machines handle low levels differently. Some might just pause but others could totally switch things off. It truly does suck if you are doing a finishing pass and the machine stops feeding on the wall of a pocket leaving a crappy line all the way up of the wall.
- Make sure that no arseholes are around you to distract you when punching the program in,offsets and proving it out. Distraction is a sure path to you wanting to kick someone in the head. Take if from me as this has happened to me a few times.
-After punching your code in do the same as I said with the offsets Check,check,CHECK. Yeah you will be proving it out but it really is a ball ache when you have proved out 90% of it and have to make a fix right at the end and prove the Whole thing out again
-Most importantly... Be proud of your first few parts no matter how simple they might seem to other. YOU programmed it and set it up. I still smile every time I see the first part come out that I programmed no matter how complex or simple. ENJOY!!! Best of luck!!