Originally Posted by Waddymelon

You really should clean it before firing it. The grease that the manufacturers apply to new firearms are more for storage than they are for lubrication. Clean it and apply a little lubricating grease to the moving parts, and run a dry patch down the bore.

Firing a gun with a barrel full of packing grease is not recommended and can be really dangerous. After you're done shooting it, clean it again, and run a patch coated with oil down the bore to protect it. Before shooting it the next time, run a dry patch down the bore again.