Can someone explain this to me.
so if i get new headphones the longer i use them the better the sound or what.
And if i get a amp for at home is it good or bad for the headphones if i switch them from amp to mp3 player
It is a common myth many will debate about.
If you believe in burn in, then do whatever you think you need to burn in the headphone, because listening is a subjective experience so your phycological sense play a part in this process.
IMO, a pair of headphones' sound should not change dramatically for a long period of time if it's properly engineered, thus maintain a stable condition while being used. There are headphones that can change dramatically after playing music for several hundreds of hours. I would consider them as poorly engineered.
Regarding burn in, since speakers physically move back and forth, I believe that needs time to settle, much like a car's suspension.
That being said, I think that the difference that physical burning makes is subtle, so if you don't like the sound of a new pair of headphones, I seriously doubt that you'll end up liking them once they're burned in.
I also believe in brain burn in, wich naturally happens as time passes by.
Regardless of it being brain burn-in or driver burn-in, my old Ultrasone Pro 900 had some curious stages in its sound quality over time. I wouldn't say it took hundreds of hours, but a few days with a few hours of daily listening is perhaps more correct.
I did however notice a difference in most of my headphones sound quality over a really short period of time. We're talking minutes. I can see why it would happen, if the drivers haven't been used and need some "exercise" before blooming out. I can also see the brain burn-in theory. I'm not knowledgable enough to state that either is true (I doubt many of us on head-fi really are, but we have some really vocal fundamentalists, beware TS), but it's a curious thing that a lot of people experience, and a lot don't.
Either way, I don't think you should think about pink noise or stuff like that. Actually, you probably shouldn't think about burn-in at all. In my opinion, the best "burn-in" exercise for you to do is to play music, with your headphones on your ears, and enjoy. If you experience it, you experience it. If not, just smile and enjoy the music instead.
I tend to be an objectivist about all things hifi, but I must confess I do believe in the magic fairy dust that is burn-in. I've bought both HD25-1 II and Momentum On-ear new and unused and both had completely muddy sound signatures with overbearing mid-bass that became much less prevalent after 20-ish hours of use. The change was great enough that I don't think it was just in my head. On the other hand, headphones that I've bought used still sound the same as the first time I put them on my head.
Real or not, it's a good idea to give any pair of headphones a proper run (50+ hours) before even considering selling/returning them.