to answer your question,
just okay them normally. I wouldn't try to wake the dead for about five minutes or so, but you should be able to listen to them at normal listening levels.
Some people believe in various practices, which may or may not involve sacrificing small animals at the full moon, but that's their litttle red wagon and it doesn't hurt, except the animal, but it doesn't help either.
There's a lot of mythology involved in this hobby. You're wise to question it.
One more thing... if they don't sound as good as you expected in the first week or two (and this may be your ears getting used to 'em here), take 'em back. Don't fall for that "they take hundreds of hours to break in" stuff and wind up keeping them until your return privileges expire.
And, yes, always check the stickies before posting. They contain a wealth of handy, oft asked questions.