Standard language from the current Mazda Owner's Manuals:
Break-In Period
No special break-in is necessary, but a few precautions in the first 1,000 km (600 miles) may add to the performance, economy, and life of your Mazda.
Do not race the engine.
Do not maintain one constant speed, either slow or fast, for a long period of time.
Do not drive constantly at full-throttle or high engine rpm for extended
periods of time.
Avoid unnecessary hard stops.
Avoid full-throttle starts.
Added to that, I also wouldn't tow anything like Caspan suggested. Really, you just kind of want to baby the vehicle until at least 600 miles.