Hey Troutdude,
Shooting clays, as viking says, will help you to get familiar with your (NEW) gun. Especially with a pump, you have to know your gun so the second shot is as effective as the first. It will also help you read the flight of your birds, teach you how much to lead them, and where your gun shoots. Every shotgun shoots different. Pattern your gun using a piece of cardboard, shooting in a stationary position. This will tell you if it shoots high or low. This can be adjusted with tapered spacers you got with your gun. This adjusts the pitch of your stock.
The more clays you shoot will help you to get to know your gun. Good Luck and have fun!!