Yes, you will need to light the pilot light when you are ready to turn on the oven. If you've never used it before, the oven will smoke as the oils from manufacturing burn off, so crank the temp up on the oven and let it run for a half hour or so to get rid of the smell. Open some windows and run the fan over the island to draw out the smoke.
As for cooking with the oven, we've had great luck with ours. We've baked brownies, cinnamon rolls, pizza, and corn bread and all came out great. The key is putting something on top of the metal shelf under the rack to distribute and even out the heat. We use a pizza stone and some other folks use tiles. There are some good threads on here with all the details but whichever you choose, you'll get better results.
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I live with fear every day, and sometimes she lets me go fishing.
2015 Shamrock 23IKSS
2008 Ford Expedition EL