What is the first thing you do when you unwrap a new vinyl record?

Remember to handle it properly and not drop it.... ;)

Kidding.....destat and play.  If it wasn't clean already, what's the point of buying new vinyl?

@grislybutter

"... new records all have GPS and a chip in them that would track my listening habits"

Powered by what exactly?

@asvjerry brand new records can have a significant amount of mold release agent on them that can cause surface noise. Always better to clean them before playing. YMMV. 

I generally look at the surface of the vinyl to ensure it has no bad scratches or isn't warped. Eventually I clean them with a vacuum machine, destat them, and finally play. I'd love to have a Degritter or similar, but I can't justify the expense since I'm spending more on streaming these days than on LPs. Sometimes I'll place the LP on my turntable to ensure the center hole isn't too tight. A few LPs had that issue over the years. 

Definitely clean it via ultrasonic first and most importantly, catalog it, listen to it in full, and write down my impressions of it in the catalog, about the sound quality, pressing quality and music quality. With over 2k vinyl, it is a critical aspect of what to choose to play next. 

as with others here, I clean it in my US RCM and put it in a rice sleeve, if it was not supplied with one. Then I listen for pops and clicks and skips. Then a few days later, I listen to the music.