Don't worry about being a newbie or a lurker, there are plenty of us about! :)
I've just bought the same Grado's as my first toe in the water for quality headphone sound, only had them about a week. Very impressed so far!
As far as the burn-in is concerned, I'm not qualified to answer that yet, but if they improve from where they are now, I'll be even more impressed!
You don't NEED a DAC, but you might hear some improvement. The only way to find out it to try one out. I don't know anyone I can borrow one from here, so I have ordered an ODAC to try, as well as a Little Dot mk3 tube amp. The Little Dot should be here tomorrow. Currently listening via the headphone output of my Mac desktop so I'm expecting to hear some improvements when this gear turns up.
Can't comment on the player at all, sorry...