I would not worry about driving off in 2nd gear. 80% of the time I do not use 1st in any vehicle. Just get a feel for when the truck wants 1st and much of the time 2nd is enough.

Another thing I did not see mentioned but might have been, when you first engage 4wd, drive off gently till the hubs engage. Once they are both engaged all is fine but you do not want to chance getting wheelspin and having the hub slam in.

There are times that both hubs do not disengage. This tries to force engagement once you are driving again and is real loud and nasty. Mine have done this many times and survived. More prone to happen when it is bitterly cold out.
Also ray mentioned hubs disengaging when backing up. Again drive off gently till you are sure they are engaged.

I like auto hubs in the winter for the convenience but prefer manual hubs for their reliability.