Ok, this will repeat good advice already posted, and add some basic stuff which I apologize if you already know it.

Check all mounting screws and torque and lock-tite per specs. If this is unfamiliar to you, or if you feel uncomfortable with it, take it to a reputable gun shop or gun smith. IF (big if) they charge you for it, it will be negligable. Chances are, if you buy a couple boxes of shells or other gear, they'll just do it. Regardless, you need to make absolutely sure the scope is mounted properly so you can not only zero it, but also to make sure that it's not defective.

Buy some decent, readily available factory ammo. Winchester, Remington, Federal, etc. Something that you could virtually buy anywhere, any time. Don't go premium at this point. Later, you can fine tune the ammo you use, but for now, you can get groups good enough to zero the gun with anything.

Set yourself up at the range with a good sighting system. Buy or make some sandbags at the very minimum. Buy a sighting stand if you can afford it. It is critical that gun movement is eliminated as a factor.

If you suspect flinching at all - put a temporary pad on the butt of the gun. I use a slip on crude pad I made from foam pipe insulation. As an alternative, wear your warm hunting jacket(s). Do some dry firing to get used to squeezing the trigger w/o flinching. You need to make absolutely sure that you're not flinching.

Then go through the process of getting groups at 25 yds, 50 yds, etc. The groups will naturally spread out with distance.

If all of this falls into place and you're getting consistent groups at (whatever range you choose), then zero the gun with that ammo.

Then, you can experiment with various brands and types of ammo depending on your source of game and figure out which one is most accurate (smallest groups) with your gun. Don't worry about where on the target it hits, just look for group size. When you find the consistently smallest group size, then zero for that particular ammo. My personal philosophy (not a re-loader) is to try to figure out which COMMONLY AVAILABLE ammo is best, or acceptably accurate, in my gun. That way I can just buy a box of it wherever I am.

Good luck.