I rarely wash fabrics first--if I know where they came from.
vintage,thrift store finds,etc are washed. always use color-catchers. I just started a new post today on a method to
prevent raveling and twisting messes when washing yardage.
BUT--with embroidery or applique' I would certainly wash fist to avoid any chance of shrinkage. all my quilts are washed after they are completed.