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.