I don't think there is a "rule" UNLESS you participate in a swap - then washing is mandatory. If you feel comfortable not washing, then don't. If you worry about the darker colors running, then you can do a color test. (Putting a small piece in a glass of hot water or rubbing a damp white cloth over it). If it runs and you wash it - the rest of the fabric that goes with it should also be washed to set an even starting point. In the end - it's personal choice.