Wash them. The process they go through and the stuff they pick up before you get them makes it necessary for a wash. Doesn't matter how clean they look, they go right in the machine and I wash different colors seperately for the first wash because some of them run.
Gets alot of the lint out of them too. One thing I thought was kinda cool about meguiars, if you read on them they say they are pre-washed so you can use them as soon as you get them. I wouldnt do that if I bought them in an autoparts store, but online it may be aight.