the Glock 30 is an excellent gun. i have one and love it. it's in many people's opinion the most accurate glock. mine lives up to that standard. glocks will digest just about any FMJ, JHP or just about anything else you feed it (don't shoot lead in it though). blazers are fine.
to break it in take it to the range and shoot it. nothing more to it than that. after about 300 round thru it the gun will start to be more accurate. you should probably shoot something like 300-400 rounds of FMJ to wear in the parts a little bit and then it will be ready for anything. when cleaning it try to leave the gold colored stuff on the gun. just clean around it. its a lubricant that they put on at the factory and will keep working as long as it stays there (but also lubricate it with normal oil a little bit [but glocks don't need much lube]). it will wear off after a while.