Mine just came today too, so I have the same lack of experience as you, but I seem to recall reading (online) that (1) the Echo checks once a night for updates by itself, and (2) you can "force" an update check at any time by pushing the action mute button on the top (turning on the ring in red) and leaving it pushed the mute on for at least a half hour.
Don't know if this works or not, but it's easy enough to try. Mine didn't do anything, but since it just came today, it's probably got the current firmware. Mine is: 2530