05 Cavalier ECU swap, now have service theft sysem light on

[pjw14]

I replaced the ECU because it was the last resort to figuring out why everything went wrong all of a sudden. And it was suggested by a few other people. I have not tried to start the car yet. I have let it sit to reset and it has to some point, however now it says to service the theft system and the oil light is on with seat belts and the car isn't running at the time. Should use a few more keys turns or is there something else I should do? There is no chip in my key so I did not think the used ECU needed a flash or reprogramming but someone said since there is a theft sys that it does need it. Would it hurt to try to start the car?