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

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*....) 

  You drive into a new town, stop and ask for directions, and a small crowd gathers, each with their fingers pointing in a different direction.