The scope should be set up for the person thats going to use it. Almost everyonethat looks through my scopes say it is tilted slightly to the left. But it is dead straight for me.
Secure the screws just enough to snug but can be hand turned. When everything is perfect, lightly tighten screws one-by-one, a bit at a time 1,3,5,7 then 2,4,6,8, and so on until tight.
Weaver mounts are sometimes trickier, with the screws all on the right. You may have to off-set scope ever so sligtly to the left, as when you tighten the screws the scope straightens.Saying that, in my opinion, Weaver is the best mount on the market.
A scope that is not perfecly square and you a shot.say 6 inches high, the shot will be off in windage
I'd suggest when mounting a scope wear clothing similar to what you will be hunting in. I notice a big difference when shooting on the range in T shirt, compared to heavy hunting clothing.

Thanks. that pretty much confirms what I was feeling like we should do. I let my son decide on the final feel. Now just to get a not windy day to let him shoot a few off. He is pretty excited, first rifle and its a sako. spoiled bratt I say. Happy shooting

The reason some scopes look off is because some people cant the rifle when they shoot; roll it into their cheek. I used to do that and had to make sure and do it on bags from a bench. Now I fix the scope as Hammer described and set the eye relief. Ten it goes into a rest and I true up the cross hairs. Not sure theres much advantage for a hunting rifle but a target rifle needs to be plumb so that the vertical cross wire is centered with the bore. How much real advantage that is you'd have to ask someone else.

One thing I do know is that since mounting my scopes plumb, it makes me hold the rifle plumb and get my cheek into the stock better.

Manufactures make various scope squaring devices that attach to the rifle when mounting the scope to get a precise square. However one can get very close to being square by just sighting down the gun with it mounted in a square rest.

You should try to get the scope as square to the rifle as possible rather than as square to the way you like to hold the gun for the reasons Hammer discussed.