It is common in Belgium and France (among other European countries) to use a vegetable based oil for hydrostatic testing cylinders, even ones used for SCUBA, unless water is specifically requested (at a higher cost as the testing facility has to dry the cylinder after draining to prevent rust).
Typically the cylinder needs to sit supported/suspended upsidedown for a couple of days for the remnants of the oil to drip out. The inside of the tank will remain coated but it should not/will not have an affect on breathing.
Cleanup of the outside of the cylinder and valve can be done with soapy water or isopropyl alcohol.
The vegetable based oil has a slight odor but there should be relatively no taste when breathing from it. The clubs I was a part of while living in Belgium for 10-years opted for cylinders to be tested with oil instead of water unless the cylinder was going to be used for Nitrox/O2...in that case the cylinders and valve designated would be tested with water then O2 cleaned before being put back into service.
If your cylinder is empty, you can remove the valve and check if there is oil in it that needs to be drained. If there isn't, then clean up the outside, fill and go dive.
-Z