Yes, you should definitely clean your gun before firing it the first time. You can go to YouTube and search for "LCP cleaning" and find a lot of videos. Here is one that seems pretty good:
https://www.youtube.com/watch?v=d1pcLtfAQA4
When it comes to cleaning products, you'll get a lot of opinions. Personally, I like to clean with Break-Free CLP, and then use Weapon Shield as a lubricant. (That's just what I like...nothing magic about them.) I also use the compressed air in a can...be sure to get one that is marked for PC use, or moisture-free, if you are going to use this.
A lot of people like Ballistol, and it does work very, very well...if you can stand the smell. Personally, I can't. But it does work! I had a door lock that was sticking despite whatever I tried on it...WD-40, 3-in-1 oil, and other products. I finally gave it a shot of Ballistol, and several years later it's still turning as smooth as new. Unfortunately, I could smell Ballistol on my hands and my guns for days, after using it, and it wasn't a smell I liked...so I gave it to my brother-in-law, who loves it.