How to sight in a break barrel air rifle.

Start with a target that is very close, like 10 yards. aim and shoot at a mark in the center of the paper. This should put you on paper, but not always. The point of starting out close is to find out where your adjustments need to be. If you start at 20-25 yds you have a good chance of not being on paper and then you don't know anything. That is your starting point.
Assuming you are on paper, at 10 yds you should try for maybe 1/4 inch to 1/2 inch low at 10 yds and then move out to whatever distance you want to zero at and work from there.
 
Go buy a tube of Loctite blue (or equivalent). Remove the three stock screw (two front and one behind the trigger), and wash them in alcohol or lacquer thinner to remove any manufacturing oils. Apply a drop or two of Loctite and reinstall the screws, seating them snugly. Do the same thing with the screws on the scope rings and base screws. Allow to sit overnight so the Loctite sets up.

Use the Pyramyd Air video above to complete the sight-in process, but you can review other YouTube videos as well. The CenterPoint scopes are pretty decent, but you may want to upgrade later based on your use of the gun. I hunt with my Trail NP2, and have an upgraded CP scope. 

Have fun. Crosman airgun are an inexpensive way to get into the hobby, and they do a good job for the price. I own four Crosman guns and have fun plinking with them, as well as a freezer full of squirrels.