There is a lot of oil and grease on the headers and I figure its best to clean most of it off before it burns on so what should I use, friend says paint thinner wont hurt it cause its ceramic coating but he assumes a lot and says he KNOWS so....

 

just wipe it off with a clean rag. dont sweat it unless you have like a quart of oil on them

it'll burn off quickly

 

For light cleaning on my headers I wipe them down with Isopropyl Alcohol. This leaves no residue and cuts most of the oil and grease. Just be very careful when using this stuff as it is very flammable.