I think it would indeed be a good idea to remove the lamp, taking the precautions mentioned above. When I bought my unit the lamp was DOA, apparently a victim of travel.
BTW, if the seller does not provide extra fuses and an extra lamp it would be a good idea to buy spares so you won't have a printing session interrupted by a blown fuse or lamp. And it happens! There are two fuses, and they go into slots on the left top side of the unit. You can order these directly form NuArc.
As for the bulb, I recommend the USHIO metal halide lampt for the NuArc 26-1K. It is less expensive than the replacement bulb NuArc sells for the unit, but has about the same spectral power distribution curve and actually reaches full output faster than the mercury vapor lamp sold by NuArc. USHIO makes two of these lamps, the one you want for Pt./Pd. printing is the MHL-1000/1. NuArc may not recommend the USHIO lamp, at least they did not when I spoke to them about it a couple of years ago, but lots of people use it and by all accounts it works as well or better than the mercury vapor lamp.
Sandy