I always pre-heat my mug with water from the machine, but I always do it without the portafilter in place. Sounds like you had to prime the machine on first use. I had to do the same thing with mine but only had to run it for 40 seconds like that.
I'm sure it doesn't matter if you have the portafilter in while running only water, but it's something that I don't think is necessary and I wouldn't worry too much about which port the water comes out of. What you should worry about,
, is if the espresso comes out evenly or at least as even as possible. Which goes back to the grind and tamp technique.