Don't change your oil every 500km, it is not necessary with modern oils and the way engines are built now.
BMW design their engines to handle full revs from day one, however, as suggested by all, best to take it easy without revving it too high (up to 4500 rpm) for the first 1500 km. After the first few hundred kms an accidental rev up beyond this will not hurt it
Try not to drive at constant rpm during the run in period.
Also, engines will last longer if you let them warm up, so try not to rev up to much from cold starts.
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