Did you get the water tested before you bought the place? Might not be a bad idea.
One of the pump/well guys will chime in. But, if I were to start it up (and I'm a neophyte on wells), I'd first check the air precharge in the bladder tank and adjust as required. This should be 2# less than the normal turn-on pressure of the pump. Then, once I got that straight, I'd turn on the pump, open a faucet, leave the hot water heater off, and then open up a hot water faucet, maybe in the tub, and let the water run to purge all of the stagnet water out of that ,and then I'd go to each faucet and run the water for say 5-minutes or so, then shut them all. While doing this, I'd be watching the pressure the pump was able to provide, and watch the quality of the water from a clarity viewpoint and smell. This should clear out most silt and stagnet water. The pros may tell you to shock the well with chlorine, but I don't know.
Once you get it all flushed out, then I'd turn the hot water heater back on. If you haven't had the water tested, I'd consider using bottled water for drinking and brushing teeth until I did. If you boil it for cooking, I'd not worry about that. If you have an ice-maker on the refrigerator, I'd leave that off until I had th ewater checked, too. All is probably okay, but better safe than sorry.