Old radios can give many hours of entertainment if the proper safety precautions are taken.
Upon receipt of your radio and it has been carefully unpacked, you should always make sure the vacuum tubes are in their sockets before attempting to plug in to an outlet.  Once you have checked them, never attempt to touch or reach into the back of a radio while it's plugged in.  With this done, you should be able to plug in the radio and turn it on.  Once turned on, tubes can take 25-45 seconds to warm-up and operate.  Nothing is wrong with your radio if no sound projects from it for a few seconds.
Depending on the type of antenna required, some loop antennas installed in the back are sufficient for most reception.  However, radios that require external can operate with a length of wire  (approx. 15 ft.) inside your home.  If greater reception is desired, an external wire of 50-60 ft. outside can make a great difference.  However, this should never be connected to the radio during lightning storms.
Above all else, NEVER leave your radio plugged in unattended!!!  Make a habit of turning off your radio then unplug it until you're ready to operate it again. 
All old radios that have received a complete electrical restoration should give you many hours of listening pleasure.  Sometimes, when a radio has voltage applied to it a component or components can fail.  If you do not hear reception within 45 seconds of turning on your radio, do NOT leave it on thinking it might need to warm up. Often times this can lead to very serious damage to the radio's power supply.  Also, make sure you have the bandswitch (if applicable) in the proper frequency range and the dial near a known station.  This will help you distinguish sound when it's first turned on. 
There are many books on the subject of antique radio collecting and restoration.  We suggest you read some of these to familiarize yourself with this very fun and rewarding hobby.  They should all give similar safety precautions as outlined here.