Before using a new coil for the first time, it is important to prime your coil directly with e-liquid to ensure the cotton (or wicking material) does not burn.
New coils are dry and any dry portions of a coil will burn when heated, so it is very important to ensure coils are adequately saturated with e-liquid prior to firing them in your tank.
It is best to prime (wick) your new coil before installing it. 
1.Simply hold the coil with one hand and then with the other take your e-liquid bottle and carefully squirt drops of e-liquid directly onto the cotton (or wicking material) on the inside of the coil.
2.As well as applying e-liquid to the inside of the coil, it is also recommended to squirt a few drop on the actual wicking holes on the side of the coil, to ensure a really good saturation. Usually about 5 or 6 drops on the inside and a couple of drops on each of the side wick holes will be enough.
3. Let the coils sit in a full tank of e-liquid for up to 5-10 minutes prior to use to ensure that the coil is saturated.
4.One the coil is primed (wicked) and installed into the tank, it is important to not to turn your mod up to high initially. Simply set your mod somewhere below the minimum of the range specified on the coil and give it a few draws at a lower wattage to ensure the coil is not burning.
5.During this initial process for getting a new coil going, you can also blow into your tank while firing it (reverse vaping) rather than sucking to avoid spit-back which may occur as a result of over priming (wicking).
This process will evaporate away any excess e-liquid on the coil and get the coil into a more consistent state of saturation.
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An OXVA fan's sharing on extending the coil life:
1.Daily Wattage set at max. 25w (Recommend at 20w)
2. Regular suctioning duration: ≤ 2 s (this is the one that really affects the speed of the burning coil)
3. Ideally (though personally) apply cold fruity liquid freebase / salt-nic
4. Stock many coils as you can , mine is 0.3 coil.
5. BTW, personal experience is that 1 coil last 10 to 14 days with cold fruity liquid.