I just got into kegging myself. I can't provide much insight on the lubrication part, so I'm looking forward to seeing how this plays out as well, but filling the keg with a sanitizing mix and attaching the lines is what I did. Just to make sure the lines were clean and flushed.
My recommendation, from a rookie, is definitely look for leaks with the spray, but before that, each part just go and tighten. Then hook everything up, and from the CO2 tank all the way to the beer line, do an extra check and tighten everything again. Just to do a quick audit of everything before going live with everything.
And this is key, make sure you're using the gas connector on the "in" ball lock, and the liquid connector on the "out" ball lock. Seems pretty obvious, but I absent mindedly didn't do that, and ruined a gas ball lock connector.
I only realized I ruined that connector until it was too late and lost almost all of my CO2. Oops. ¯_(ツ)_/¯