If it's a variable scope, start with it at its lowest power settings (or close to it) and at a shorter range. Let's assume you've got a 3-9x. I would put it at 4 and shoot at 50 yards. You'll notice as you turn the magnification power up, the sides of the scope become blackened. The less you can see through the scope, the harder it is to get on target. So for starters, stay at low power.
You may ask people around you if the length of pull is correct for you if you do not know how to determine that yourself. If you have short arms, it may be too long.. or vice versa. If the length of pull makes the scope too far away, the eye relief would be the problem.
The other thing I would recommend is to practice a little with it away from the range. First, MAKE SURE IT'S UNLOADED. Once you've double checked that, leave the bolt open and try to look at stuff through the scope, holding it as you would on the range. Always keep it pointed in a safe direction, not at a neighbors house, a park, etc.. Keep the scope's magnification turned down for this, too.
Once you've become accustomed to looking through scope and how close your eye needs to be, a little dry firing might be in order. Get used to how much pressure the trigger requires to go off. When pulling the trigger, you want to use as little as possible. Again, can't stress enough making sure the rifle is unloaded and also always pointed it in a safe direction.
Congrats on the new rifle..
The BDL will give you many years of service if you take care of it.