Interestingly enough Joe Harley weighed in on this subject on the Tone Poet news page. He points out correctly that every record comes out of the press with release agent still in the grooves. He suggests that each new record be thoroughly cleaned before first play for that reason. Joe is an authority by any yardstick. I think his regime involves the use of a vacuum machine first followed by a final rinse using an ultrasonic and distilled water. I use my HW-17. Whatever you do, clean it first.
What is the first thing you do when you unwrap a new vinyl record?
That is, apart from kiss the person who gave it to you!
You might play it, catalog it, archive it, clean it or simply store it. I am sure there are many other things you do!