this used to be a HUGE debate on this forum. Most people say it's not required but others think you need to do it. Just to be safe, if you want to do it, just play the sub free air for a few hours with minimal volume. Or you could have it in your enclosure and playing softly, you just don't want to BOOM LIKE SO right away.
Personally if I was going to do it, I would just run it free air for a few hours with some power and come back later.