The burner on all these stoves needs to be heated before it will burn with a nice clean blue flame. They generally have a little cup at the base of the burner to hold a bit of fuel that you can light to pre-heat it before turning on the stove fuel tap.
I recommend using meths in the little cup to pre-heat it. Meths burns a lot cleaner than trying to use the stove's own fuel, which will need a wick or a blowtorch to light anyway. You don't need much meths, something like 5ml to pre-heat any stove.
Depressurize the stove by opening the filler or bleed valve. Check that the internal cleaning needle is working OK if it has one, by opening the fuel valve fully. If it's there you should just be able to see it poke out of the jet. If it hasn't got one don't worry, it's just a convenience. You can use a little bit of stiff wire on a stick called a pricker. You need the right pricker, the jets for diesel and paraffin diesel are smaller diameter than those for petrol and meths. Jet sizes are in the region of 0.25 to .0.5 mm. There's loads of info on line about this stuff and the stovesonline site is a National Treasure.
Assuming all the leaks and things have generally been sorted, take the stove OUTSIDE, SOMEWHERE WELL AWAY FROM flammable materials, small children and pets. Be aware that a meths flame can be hard to see, especially in bright light. It's not a bad idea to have a fire blanket or extinguisher handy, and a bucket of water. Do not be tempted to use these stoves indoors or in a tent. You can never completely trust them. Sooner or later they WILL flare up - it only needs a dirty or damaged seal that you didn't notice. Having had this happen to me more than once in fifty years of playing with these stoves, I can promise you that you don't want it to happen in the house.
Close the fuel valve. Fill the stove's tank about two-thirds wiith fuel, never more, Close the filler cap and air bleed valve (if any). Pump it up twenty pumps or so. Fill the spirit cup right up with meths and pour a bit on the burner for luck. I usually use an old contact lens bottle for the meths, it lets you squirt a fine jet of meths wherever you want. Stopper the meths bottle and put it somewhere safe. Light the meths in the burner cup (a blue-flame lighter is good, especially if it's a long one) and stand back. When the meths has nearly burned away (you will be able to see it boiling in the cup, but watch your eyebrows!) open the stove valve slowly and you'll immediately get a nice roaring blue flame which will have the burner parts glowing red in no time. When you get the hang of it this will bring a little smile to your face everty time you do it.
When you turn the fuel valve right off the flame can burn like a candle for a few seconds, whic isn[t a good thing as it creates soot which can clog the jet. When you stop the stove, turn it down low and then blow the flame out before turning it right off. This prevents soot from forming.
As has rightly been pointed out, these are fantastic stoves. I prefer my No2 just for the sake of getting it for practically nothing in a flea market, but in truth it isn't really as good as the No 12 - it needs a lot more tending to do any proper cooking with a low flame.
If you want to bring the stove to a Derbyshire Group meet we can check it over and cook something on it.