New chain

I have renewed my sprockets and chain on my old Yamaha xj, forgive me for it not being Triumph it's my winter hack! A couple of questions for those more knowledgable than me if you don't mind:
There was the minutest amount of play on the new front sprocket whern slipped over the spline before the nut was put on, it's hardly detectable but there, is this a problem after the nut is tightend afterwards.
The new chain is covered in a grease from storage etc. now it's on do I remove the grease with chain cleaner and apply my usual dry lube or run with it for a few 100 miles then lube as normal?

Thanks in advance chaps