Don't worry too much about driving it gently (ok don't kill it by red lining it all the time!), the engines are 'run in' as they are made.
It will continue to loosen up for a while though, only a thousand miles or so I would say made much difference in terms of performance / tightness, but the economy improved continually maybe upto about 3000 miles. My car has 7,500 miles on it now and it is revving very freely
to properly loosen up ,its brand new 234 miles on the clock and feels really tight and stiff still. I want to start putting my foot down a little bit but dont want to do any damage 
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