Let it idle for a couple of minutes, drive with light throttle under 2,000 RPM until it reaches normal running temps. Depending on outside temps it may take around 10-15 minutes to reach operating temps. These trucks with all the emmisions don't like to idle extended periods because it will cause more DPF(diesel particulate filter) regens.
Read your manual thoroughly and read the forums as well.
Welcome to the sickness and enjoy!!!