What is "break in" and what difference does it make? In amps? Preamps? Speakers? More?

this is a hugely contentious topic. it has been discussed exhaustively in this forum and many others.

Yes

There is no short answer here, as I have heard varying amounts of difference depending the the product and even the application. As mentioned above, there is an endless amount of opinion about this topic in many other threads. Good reading.

Just about everything breaks or runs in. Cars clothes shoes and yes even electronics. Speakers like shoes are stiff when new and soften up with use and become more flexible and thus sound smoother etc. When designers are voicing speakers they usually do so with fully broken in drivers so they sound as intended when broken in not when new and stiff. Electronics have there own version of this.

This question has been asked and answered 71 times already.