Did you fill the hyd motor and bleed the system? Including the pump.
Look in your manual and follow the bleed procedures for your hyd system.
If you started the engine with a dry pump or air in pump, you may be in trouble. It only takes a few seconds of no fluid at that rpm.
Put the machine up on jack stands, so the machine will not get away from you.
On some hydraulic pump systems, to bleed the system/pump, disconnect a plug wire, or something to make sure the engine does not start. Then open the bleed port, and some even provide a screw in fitting with a tube attached to catch the bleed fluid, and then use the starter to run the pump through several cycles to purge the air, when you see no more air coming out, you should be good to go with the pump section. I don't know if your system is an open loop, or closed loop system. You might be able to download the manual off the Internet. In some hydraulic systems, the pump draws the fluid from the tank, but with a closed system, the output is fed through the wheel motors, and back to the input. Any make up fluid is added to the system via the charge pump. The machine should be up on jack stands, when testing/purging the wheel motors. You should test the charge pressure and pump output pressure. That will tell you a whole lot.
http://www.poclain-hydraulics.com/portals/0/technical catalogs/801478197L.pdf
Page #36
Some hyd motors also have hyd activated brakes, and these have to be bleed to endure the spring applied brakes release when fluid is applied to the hyd motors.
If the hyd motor has a case drain port, it should be up.