John,
Welcome aboard! No seasoning is required for the WSM. Seasoning a metal cooker (cast iron, unfinished steel, etc.) is to prevent rust formation and also to provide a nonstick surface. The WSM is a porcelain enameled finish cooker that is weather proof both inside and out so no seasoning is required.
Some people report running higher temps until a few cooks in, but you don't need to "season first" before you start cooking. Enjoy right out of the box.