Disassemble and wash with hot water and Dawn detergent. The objective is to remove any oils that are left over from fabrication.
Rinse completely three times with cold, clear water. Dry.
Reassemble and run water through filter to re-rinse. This should remove any taste associated with the manufacturing process.
You can expect the water to take on the taste of the stainless steel container if it remains in prolonged contact with the filter. This is normal. I myself do not mind the 'stainless steel taste'...but others might not.
I would suggest decanting into another container that you find acceptable for your particular taste reasonably soon after filtering. I have some of the non-BPA Nalgene bottles that I have been testing and they do not impart any taste to the water, try as I might (prolonged storage, leave in the sun all day, etc).