If you want to do your baby a favor...then yes..wash before use!!
Very important!!! YOU really have to wash all baby clothing..not just the newborns. Sounds tough in beginning, but it;s only for the best of your baby.
They have such sensitive skin in the beginning. Support their healthy development wherever you can and that includes the skin.
If you think about it...
Where did you get the clothing? How many people before you have touched it? How long have it hang there on the rack? (Dust danger!) Could it have may even lay on the floor several times? And more..
All those things you don't know. So just imagine, if it's your clothing..would you wash it before use?!
If you wanna do your LO a favor and be safe...wash them. (Sometimes you can even see on their tags written..wash before use).
Better safe than skin problems for your lil ones. Because once they have skin problems the treatments later one are more expensive than the baby detergent! ;)