What matters: clean it, lube it per factory instructions
What's next: get some ammo, shoot it
What doesn't matter: brand/type/shot size/powder charge
As long as you're not doing something like shooting steel shot with the full choke tube, it really doesn't matter. This isn't like breaking in a benchrest rifle. My preference is to get some of this, some of that...mix it up. Low recoil, 3" mag, slug, cheap/discount brand shells...feed it everything, see if you can make it choke. If you can, make a note but don't panic. After 200-300 shells, try that one again and see if it works more reliably (it probably will).