I recently completed the oven below and proceeded to light the first fire. (Note: having the owner or builder cure the oven is advisable since an overzealous stoker can undo many hours of good masonry work as well as burn down a structure)
A slow first warm-up allows moisture trapped in the masonry to escape at normal evaporating temperatures (below 250F). High temps (500F) will cause trapped steam to literally explode inside the masonry blowing out sections or at least weakening them.
A second reason for a gentle first firing is assessment of the draft of the flue. It is not necessary, and undesirable, to have a blackened oven face. The accompanying photos show a reasonable first fire, an acceptable surface temp (350F given reflective heat from the live fire) for the interior brick, and the smoke path shown by the soot on the throat of the oven.
Infrared thermometers are very useful for this process as you can 'shoot' every location in the oven with pinpoint accuracy.