Hi Mark, welcome to the site!
There really isnt a NEED to season a kettle straight out the box - especially if the main focus is grilling - but it will certainly help to seal up the grill a bit to make temp control a little more percise... I usually like to recommend cooking something easy and greasy to both help speed along that process and also to get a feel for temperature adjustments etc.
A two zone charcoal setup (with lit coals pushed to one side of the grill and no coals on the other side) is a great way to start as it lets you pull the meat on and off of the direct heat of the charcoal.
Other than that good old trial by fire is the best way to learn. Maybe skip the brisket or prime rib for the first few cooks but otherwise just dive in!