I should connect it to the center of the bnc, righr? Do i need to connected the ground of the bnc to the ground connector on the scope panel?
Center, right. Ground, not needed.
I am not quite sure how much intensity is too much . I am trying to set it at the lowest possible intensity that is still good enough to see !
Lowest intensity where you can comfortably see the trace is fine. The key is to just not let it display either a dot or trace that is stationary for too long, and at an intensity level that is too high.
Also, it's a good idea to just turn the intensity all the way down while not using it during a session, instead of power cycling it all the time which is bad too. I'd advice to turn it off if you leave it for longer periods or go to bed though, both for energy and safety concerns.
Enjoy your new (old) scope!
And be prepared to buy more scopes in the future, because apparently you can't have too many scopes and one tends to lead to another.. and another.. and so on.. I'm not sure how many scopes is optimal but it appears to be in the double digits.