It sounds like you have a "zero clearance" fireplace. These are not meant to be a main source of heat like a masonry unit. But they are very good and will give off enough heat to make you comfortable.

When firing it up for the first time I would build a small hot fire and inspect as much of the unit both inside and out side as you can. Look for smoke coming from places it shouldn't. This is just a check to make sure everything is assembled as it should be. If all is OK... enjoy!

Thank you for that advice. I will enjoy it.

I would be sure to get a good updraft going first and be sure to burn a couple chimney sweeping logs in it every season to prevent creosote buildup. I use my fireplace constantly in the winter. Your going to feed it wood constantly. Owe and don't use those wax logs from Wal-Mart they make a ton of ash.