Dave
WooHoo OBoy new toy.
If you have PCI grills
Heat it up on max for 15 minutes, turn off, brush grills and spray both sides of the grills with cooking oil and let cool down. You will need gloves to handle hot grills.
After doing this you should be good to go. You can use straight out of the box with a preheat but the extra step provides additional preventative maintenance.
If it has SS rods for a grill - preheat, brush and cook.
(Edit, just noted other post where you were buying an E 310. The SS comment should not apply unless you specifically ordered SS grill as an a option.)
Regards