You don't have to, but I like to charge my phone while I'm setting it up so you can get an idea of the true battery life. Lithium batteries also tend to like partial charges over full charges because of how it discharges electricity.
so if i understand correctly, its best to charge it to 95% instead of 100%.It's when you plug it in, but don't let it charge up to 100% (even though the battery stops charging at roughly 95%). This will also keep the phone temperature down, increasing the longevity of the internal components.
When you plug it in and let it charge all the way up, the battery will discharge electricity to allow more to flow in. So when it says it's done charging, it really could've just discharged some of the battery and you'd be left with a battery that says it's charged but really not.
