YOU DON'T HAVE A NEUTRAL KILL SWITCH!
Best to know that up front and not have any surprises later.
Don't overheat the motor and only use a genuine Mazda thermostat. IIRC the 86 temp gauges don't sit in the middle of the stock temp gauge when at operating temperature. They site more at 1/4 of the gauge. But don't take that for gospel as parts may have been swapped.
Typically the cars need plugs and wires. Also check the timing with a timing gun. Since it sounds like you've got a non stock exhaust chances are your auxiliary ports (5th and 6th port) are non functional. You should check to see if they are wired open or not. If not you probably want to do so but will loose some bottom end.
As mentioned above Pre-Mixing (0.5 to 1.0 ounce per gallon of fuel) is a safety precaution that is in your best interest until you have a chance to examine the Oil Metering Pump (OMP). Fair warning though examining the OMP pump and lines often leads to you breaking the lines. Don't worry they become very brittle with age and if they broke when you were examining them they should have been replaced anyways. Once you've confirmed the OMP is working properly or rebuilt it (iirc rebuild kits is less than $20) then you can stop premixing.
As long as you don't disconnect the OMP you should also make sure to check the oil every time you fuel. The OMP uses the oil in your crankcase to lubricate the seals in the combustion chamber. Spirited driving on a tank of gas can easily use upwards to 1 qt of oil. Always carry a bottle of oil with you and top off when you fuel up.