If it's unopened NIB, you might want to open it up to inspect it, just to make sure there's no issues such as missing porcelain(chips) on the lid and bowl, legs and hardware are all included, etc., register the grill with Weber then
fire it up for its inaugural cook. If it's a used open box, you still might want to make sure everything is there if you ever decide to sell it. If you want to leave it in the box? It's totally up to you, it's your grill, you paid for it.