New Tube Break-In

Your preamp tubes won't be working any more or less hard whether you "play them loud and fast right away" or not - a preamp's gain is fixed, and the volume attenuation potentiometer comes after the tubes in the circuit, so volume of playback is not relevant. Just plug 'em in and start to play. Whatever break-in occurs will happen on its own. They'll probably open up and smooth out a little bit over the first couple of days or so. Some tube vendors perform what they call a "controlled burn-in" before the tube is graded and sold, said to extend tube life, but this requires specialized equipment. You'll not damage a tube (they're really not that delicate, actually pretty tough) by just starting at the beginning, though, unless it is defective to begin with, in which case there is nothing you can do about it anyway. The most stress small-signal tubes will encounter during their life is from having the power cycled on and off, which is part of why some folks leave their preamps permanently turned on, and why some amps are designed with standby switches.

Advice from Upscale Audio:
"First time start-up and flashing lights - If your gear has filaments that are constant on, first install the tubes, plug it in according to manufacturers instructions, and let it sit for a few hours. I know you want to hear it right away but if there has been a small amount of gas that has developed since the tube was tested, it’s best to let it burn off before turning the tube all the way on."

Almost all tubes break-in without an input signal just only idling for a few hours. It might be some changes audiable within first 60sec of listening after a few hours idling.

Of course most gear does not have filaments that are constant-on (same as "standby"). Many new tubes will "flash" when first powered up, and still go on to have a long and useful life.

Just a note to clarify that running a tube without a signal present is not the same thing as a standby mode. The full bias amount is still applied to the tube, not just the heater warm up.

I have 2 Radiotechnique 12AU7's in my Rogue 99 phonostage.
I found them bright with annoying sibilents (sic?) for many hours.Maybe even up to 100 hours.They have since mellowed very well.I find them to be very revealing (in my system at least)