You just have to watch what you're doing. These things are tough, but they can be damaged. The hydraulics have a relief valve so if you overload the bucket, it just won't go up.
Don't use the bucket as a ram.
Carry loads as low as possible.
When digging or prying, always approach the pile or object head-on, near the center of the cutting edge, so you don't torque, or twist the loader arms.
Dragging the bucket backwards in "float" mode is a great way to smooth dirt or spread stone. Be sure to use the heel of the bucket, that is, with the bucket fully curled up. DO NOT try to drag backwards or dig forwards with the bucket edge angled down. Ok, maybe not NEVER, but wait until you have some seat time and after that, do it SLOWLY AND CAREFULLY. There probably is no faster way to damage something on the loader
Put a toothbar on that bucket. It will dig 1,000% better, be much more usable for carrying or dragging brushy materials and will give you something to hook chains to.
Use and practice will teach you what it's strengths are. Don't be shy about coming back here and asking questions or bragging about the work you got done!