and welcome to mazdas247 😁
Here I am. The one and only "Unicar" driver lol .
Spruce, what part of the world do you live? Does your cx5 SkyActiv-D use Diesel Exhaust Fluid (DEF, "AdBlue") ?
As far as things to do or look out for...
I would highly suggest that you invest in the FORscan
app for your phone paired with a Bluetooth adapter to get a better look at things going inside the car's systems.
Known problems / issues to be aware of and watch out for with your model are:
Blown head gaskets/cracked cylinder heads from sudden overheating with no warning
Oil dilution / rising oil levels
Oil pump inlet blockage from soot contamination of the oil
Camshaft wear from oil problems
Timing chain wear from oil problems
Diesel Particulate Filter (DPF) clogging
EGR system clogging with carbon
That's about all I can think of off the top of my head. Sure, there are stories out there on forums about overheating and cracked heads and other problems but I imagine there are lots of folks with a good experience too.
The SkyActiv-D is not (in my opinion) well suited to short distance urban travel with many start/stop cycles. It is more suited to longer driving where it can spend time at full operating temperature to burn off fuel in the oil and run it's DPF regeneration cycles.
I monitor my car with the FORscan app and see DPF regeneration cycles around every 200 miles. I make it a point to (as much as I can) always let the car complete a Regen cycle once it begins and continue driving a few minutes at least afterwards since it can run Exhaust Gas Temperatures (EGT) of 1300°F or more. Pay attention to how often it regen's the DPF. If you notice the interval dropping consistently (there are variations based on driving environment... Open road is less frequent and city driving is more) and/or the DPF not clearing itself out completely those would be signs that it's beginning to get clogged up.
Use a good quality low ash motor oil such as Mobil1 ESP 0w/30
(or similar) that is specifically designed for diesel engine emissions systems. Don't skimp on changing the oil and filter to protect your timing chain, camshaft and turbos. Change the oil at recommended intervals. You can monitor the amount of timing chain "stretch" with the FORscan app. Mine started out with about 1.4° of camshaft differential angle and now at almost 70k miles is about 1.6° (they say 10° is about the limit and would require a new timing chain). If you get a lot of oil level rising (oil dilution with diesel fuel) you will need to change the oil. (I have only had minor oil dilution. So far, never enough to require an early oil change). You can see all of my UOA reports from new in the UOA thread if you like.
Mostly I just drive and enjoy my 2019 North American 2.2 liter SkyActiv-D powered CX5 efficiency, power and diesel powertrain's character and flavor. I bought mine new and now have about 70k miles on it with no issues. I hope you have a similar experience with your car 😁