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

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. 

@asvjerry I'm getting good answers here and realizing a thick skin may be necessary. I'm a college professor, of philosophy. I am not at a highly selective school and many are first generation college students. Every semester faculty at my school are asked very similar questions by new students. We find that even answering questions we've had before teaches us something, so long as we try to appreciate the perspective and practical motivations of the student. It is professional suicide to blame the learner. 

the mention of how this has been discussed many many times is not a criticism of you, but letting you know if you look through the threads there are already thousands of responses...my experience is that most of my equipment and cables have improved with a few hundred hours of playing time...and all bought with return privileges extending way past the break in period...