oregonian: if the rifle is new and unfired, all you need do is obtain the correct caliber ammunition and head out to the range. If, for some reason, you are worried or concerned about the strength of that particular rifle or whether you should fire it (if it is an older one that had been stored for a while), just have a gunsmith check the headspace and visually inspect the lever action and bolt for any obvious signs of broken or missing parts.
Otherwise, what it sounds as though you have is a pristine, brand spankin' new Model 1886 that should be able to eat anything you want to put through it all day long. Those are strong actions. I'm sorry to hear how you came by it but you are a fortunate feller to have one of those. Good luck on ya. Mikey.
ps - if you don't want to send it to any of the other guys, I will be glad to help you out (out of your gun safe and into mine) with it. Also, as you are a Reservist, you know enough to make certain the bore is free of obstructions before you even load it and, contrary to what your Drill Sargeant told ya, all that grease in the bore does not help the bullet go faster :-D . LOL. Mikey.
