Oh, another couple of points: For sighting I really recommend some sort of solid rest. I have a cheapish (~$40) gun "Vise" that can be used for sighting as well as in the shop at home to hold it for cleaning etc. After initial sighting I always shoot it on sand bag rests (I made from old denim and sand from the kids sandbox!). That's because I think the vise holds the gun in such a way to affect the zero. But it's handy to have for initial scope adjustment (do a search for "two shot zero"). Sand bags or similar will do though. Don't try to just hold the gun for sighting in. After you get it sighted in, you should indeed practice a LOT by just holding the gun in common hunting positions though.

Second point - regarding the eye relief. Another reason to take it apart to tighten all the screws is to adjust the positon of the scope. With the rings loose, hold the gun in a comfortable, natural position and slide the scope forward or backward in the rings to where the relief is correct. Then rotate it so the cross hairs are square. Then tighten slowly and carefully.