I just got a performer deluxe and had a very specific 5 step scientific procedure for first cook:
1. Fill Chimney
2. Light Gas assist under chimney
3. Dump Chimney
4. Add best cut of steak i could get my hands on
5. Cry tears of joy with first bite as i was overcome with joy at how great my new performer and this amazing steak are
In all seriousness i agree with above. letting the grill and grates preheat for a few minutes as most people due for all cooks would burn off any "residue". The worst residue i've ever seen on any of my new webers was maybe some very light dust and that probably a replacement grate.
If you are waiting on your 20lb adapter hose. in the mean time you can grab a 1lb disposable tank from HD, lowes, walmart you name it. The plumbers torch or camping bottles both work. I always thought i would use a 20lb tank since we always have extras around for my genesis but i've been using the 1 pounder so far and i think i might stick with it. you go through so little propane and they are so cheap that i dont know that i need the conversion. The idea of having to move the tank every time i move the grill is another factor too.
You will love the new Performer, make the first cook a good one!