First off, congrats on your soon to be new st8 razor set and good luck with your first of what will hopefully be many fine shaves. As for you questions i can only speak from my experience.

I have never used a Dovo strop, I have an Illinois and an SRD Latigo, but neither required any prep to break in other than rubbing them with the palm of my hand. Some people use certain types of oils and lotions but I never had the need.

As far as applying oil to your razor it isn't necessary unless you live in a very humid climate or you plan on storing the razor for an extended period of time. As long as you ensure that the blade is completely dry after you finish using it rust should not be a huge problem. After I shave in the morning I take extra care to remove any moisture from the blade and lay the razor on a dry towel and I haven't had any problems with rust yet.

When it comes to shaving soap, it really is a matter of preference. Many people have many different ways of doing it. Some load up soap and create the lather on their face, others load the brush and then mix it with water in another bowl or scuttle to produce a lather, and some do it your way. Just test some of the other methods out and decide for yourself. The only right way is the way that works best for you when it comes to lather.

Good luck and enjoy your new razor my friend.