Centerfire rifles need breaking-in. Rimfire, perhaps not so much. Centerfire guys fire a shot, clean, fire a shot, clean, for 10 shots or something. Then repeat with five shot cycles. Then with 10 shot cycles, something like that. With a rimfire, it's tougher to tell if it's even beneficial. They say you can try the same routine, but lengthening the cycles right of the bat, cleaning every 25-50 shots instead. Wouldn't hurt to do so, but I don't think it's going to be the end of the world if you don't. I'd just be sure to give it a good cleaning before you go shoot it, get all the shipping gunk out.