@asvjerry brand new records can have a significant amount of mold release agent on them that can cause surface noise. Always better to clean them before playing. YMMV.
I generally look at the surface of the vinyl to ensure it has no bad scratches or isn't warped. Eventually I clean them with a vacuum machine, destat them, and finally play. I'd love to have a Degritter or similar, but I can't justify the expense since I'm spending more on streaming these days than on LPs. Sometimes I'll place the LP on my turntable to ensure the center hole isn't too tight. A few LPs had that issue over the years.
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!