If it is for a baby especially I wash them. I want all the pesitcides and garbage out. I don't prewash fabric.
If it is for an adult and on a bed that will never touch their skin, I don't bother. i like that new look.
I use Orvus soap. You get it at a "farm" store. It is for shampooing horses and such. In a quilt shop it is expensive, but at Farm and Fleet or such, it is not.