You stated as fact that burn-in is "more" of a psychological effect for a specific reason. I'll repeat. It has not been proven. It is not a fact.
The OP only wanted to know if he should burn in his headphones. The best answer is not to start up the whole argument in your reply to DC2Light about break in by stating a "theory" as if it is a "fact."
In fact, the better answer to the OPs question is
1) Whether or not described benefits of burn-in are a result of physical break-in or psychological effects is highly controversial. You may or may not notice any benefits.
2) However, it doesn't hurt to burn-in your headphones. Might not even be a bad idea to go ahead and put some hours on them to make certain they are OK within a return period.
3) Still, no reason you can't listen to them right away. No need to wait for them to break-in
If you want to argue about break-in, go find one of the thousands of discussions on the web about it
Edited by cel4145 - 6/23/13 at 2:18pm