What are the things I need to know when operating an oscilloscope?

I keep hitting a wall on my projects where I can't really tell what's going on and decided I really need an oscilloscope to proceed intelligently.

I've got a Rigol DS1052E in the mail after a few recommendations. I know the kinds of things I need to measure, but I want to make sure I don't blow it up the first day.

What kinds of tips do you guys have for effectively using a scope and avoiding damage to it while getting useful information out of things?