Change it as soon as possible. I changed mine after 500 miles & it was black with crud in it. I changed it again at 10,000 miles & it still looked real good. It is real easy to change there is a drain & fill plug on the same side.
For the 5 minutes it takes and the low cost, I’ve been changing mine with each oil change. Mine too was very dirty looking the first time and has really cleaned-up since. I’m positive it doesn’t need to be change that often, but what the Hell, why not?
Like Craig,I change mine with each oil change.I start draining it while waiting for the engine to drain.By the time I get the oil back into the engine,I can fill the final drive.
Definitely better when it's hot.