Li-ion cells don't need to be drained or charged from a brand-new state. It's fine to do either one.
The main thing to keep in mind with li-ion charging is that they don't like being too empty or too full. While resting in storage, they should generally be drained to about half full first or 3.7V-3.8V. If stored completely full, they lose permanent capacity faster, and if stored empty they can lose the ability to charge at all. But the thing which really shortens a cell's life span is over-charging or over-draining it. Leave it charging all the time and it'll die faster. Discharge too far and it can die immediately. Fortunately, the Panasonic protected cells are pretty good at preventing both of those, but it'll still last longer (in years) if kept between 10% and 90% than it will if it's always drained to 0.1% and charged to 100%.
I try to recharge mine somewhere between 3.1V and 3.4V, I use a charger which stops a bit shy of 4.2V, and I drain it to 3.7V or 3.8V before storing a cell idle for a while.
You should also avoid letting the battery get very hot or very cold. Like, leaving it in the car in the summer or winter.
Not sure what kind of charger comes with ASP sabers since I don't have mine yet, but I'm assuming it's probably a pretty cheap one. If you have a DMM, it'd probably be a good idea to check the cell voltage after a full charge to make sure it's not exceeding 4.20V.
This is different than NiMH cells, which last longer when fully drained and fully charged, and do well when stored fully charged.
Anyway, my li-ion background isn't from sabers; it's mostly from flashlights and phones and computers. But the same advice applies.
Part of why I chose SF is because they show good taste in batteries. I've mostly been using high-amp unprotected cells (like the Samsung 30Q) in stupid-bright flashlights, but the Panasonic protected 18650 cells are more appropriate for SaberForge's purposes. Some other companies seem to use TrustFire 14500 cells instead, which makes me seriously worry about what other corners they may have cut. I also hear that at least one other company recommends leaving li-ion batteries on a charger all the time, which is one of the fastest ways to kill the batteries.
So... feel free to charge it or use it out of the box. Try to keep the charge away from totally full or totally empty most of the time though.