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

I've been through my share of gear over the years and yes, for whatever reason, I've found that the majority of components do sound better after they've been played for a while. Agreed, some of it might just be your ears coming to terms with what the new components are feeding you but that's only a part of things.  I've always found that edginess trims downward, bass becomes more integrated with the rest of the sound, and timbres of instruments become easier to distinguish.  Phono cartridges get more limber. My only components that did not suffer/benefit through break-in time were my long-departed Celestion SL600's and my even longer-departed Quicksilver Mono Amps.  On the other hand, my new Mytek Brooklyn Bridge has improved markedly in the few months I've had it.  As for my now ancient, much repaired/upgraded SOTA turntable & Alphason arm, who the heck knows?

I'd just say don't be too fast judge your new component. You might like it better after a while. Preferences change.

Thanks, all. That definitely helps.

I purchased a pair of REL S3 SHO subwoofers and followed their break in instructions.  During the first hour I thought I had made a huge mistake, as they sounded really boomy.  That was something I did not want.  However, after following all of their break in steps they sounded incredible.  It took me awhile to dial them in and now my towers sound less harsh and I have better sounding vocals.

*L* ....and "what's wrong with audiophiles?" has been beaten into a coma already...and what's left is developing an 'aroma'.....

Perhaps the best advice I can offer the OP comes from M. Python's 'Holy Grail' epic:

"RUN AWAY!" *L*   

(Give thanks and depart...lesser forums, started innocently enough, have become black pixel holes, inhaling all, resolving none...  I leave now, casting your fate to the winds of woe....*melodramatically speaking*....)