Welcome to the Forum! You didn't mention what model you purchased. Electric or pellet? It matters a lot. First off, season your smoker. Use a cheap piece of pork butt and do 225F for about 1 - 1 2/2 hours a pound, and get used to the way the smoker works. Watch time to get to temp (no need to pre-heat the smoker), and watch cycle time on the heater and time to recover if you open the door (I'm talking about the electrics, I have a SM06 and have not used a pellet smoker). As LonzinomakerCS said, work up your wood use from only a little (2 - 3 oz of chunks for a pork butt). And there should be no need for a water pan in a CS electric -the cabinet is so tight that it is not necessary.
Good luck, and report back on your experience and with any questions - we love to share tips and experience!