If on Odo, then you enter the odo reading + fuel (however note that the fuel used is irrelevant for this first tank since it can only work out miles when the second tank figures are entered).
If on Trip, then you reset the trip meter each time you fill up, but record the miles + fuel used. <-- This is the way I personally prefer.
Use Trip and if you know the mileage for that tank you are good to go. After you have entered several and have an average you can enter an adjustment entry to get the Odo to tie out correctly.
I created a "fake" fuel up when I bought the car, just so I could enter the initial odometer reading. It would be nice if you could enter a zero gallon initial fuel up (so it doesn't mess with your costs) but I edited it down to 0.10G so it's a minor effect.