If you did not clean-out or burn-off the package-fluids (I believe are machine oils)...
You will cough as if you just inhaled auto-exhaust fumes from a car with a leaky oil-gasket.
If you have already puffed, only puff into your mouth, and spit afterwards. If you have time, clean the atomizer with alcohol, to flush out the mineral-oils, and rinse with water. Allow it to dry for a good 12 hours, or heat it with a hair-dryer, and let it dry in the sun for about an hour.
If you have puffed more than five times, chances are, there are no more oils left. Puff a few more times into your mouth only... Spitting between puffs. You will get the same nicotine if you inhale, or just let it sit in your mouth. (It only hits you faster if you inhale. Due to the larger surface-area and blood-contact. It is the same for any drug.)
The taste goes away, and you will eventually notice the actual flavor of the cartridge juice. Invest in some good juice. There are many great reviews here in the forums.
NOTE: I can confirm that the "White box", "Cigarette" devices have an oil in the atomizer. I can not confirm if it is "Machine oils", "Mineral oils", or just standard "Package oils". The oils are used to preserve the metal surfaces from corrosion and rust. Apparently they are all over the coil and coil-mesh. You can confirm they are oils with the "Brown paper bag test", or with a water test. (The oils will not dry on the bag, leaving the bag translucent indefinitely, when compared to a drop of water on the same bag, when the water has dried away. The oils will also float on top of the water.)
Some e-bay and internet sites tell you to blow out the oils or juice before use. Oils require a little more than that, for removal.
I also feel a bit of silicone slickness after the oil is absorbed by the bag-test. (This is similar to a teflon-silicone-oil.)