Just noticed the top will go down or up with the key off, is that by design? The manual says to have the key on, but ours appears to be hooked into the accesory delay circuit.

Also, there is some blue plastic tape on the weatherstripping. I assume this was there for delivery/shipping only, but thought I would check before I peel it off.

The blue tape is from the factory. My dealer pulled it off (the few pieces that were missed by the detailing guys) as he handed me the keys.
The manual says to have the car running so operating the top doesn't drain the battery. I think I actually had the key out of the ignition and then put the top up after pulling into my garage. There may be a delay in the circuit to allow for this.

Yeah, you can open/close with the key in and car off, its just not recommended. It seems to take a little longer though without the extra juice.

Blue stuff must be delivery/shipping only, I don't have any.

Did you check your rear window? Was it fully glued/sealed? Mine is separated on the bottom. The top on the outer side of the glass was separated. I'm hoping to get it fixed at 3000 miles.

The blue stuff is definately from assembly. Go ahead and remove it.

Top up and down with the engine off is not recommended because it drains the battery. You can do it, but it uses a LOT of juice. You should do it with the engine on whenever possible.