although i never do it, it is strongly suggested that with a brand new engine, you should take it all completely apart and soak it in fuel. this makes sure everything is clean and makes it positively without a doubt, free of any shaving from manufacturing. that little noise your hearing is probably normal. sometimes the crankshaft slides a little bit inside the engine, or the con. rod moves a little on its "perch" this will make that noise.
your old glowplug should be fine to use. i actually would keep it in untill it goes bad and keep the new one as a spare. i would break this engine in using the heatcycle breakin method. it is described in the nitro thread in one of the sticky's