You should ALWAYS format memory cards before their first use.
It is actually mentioned on some of the packing that the cards come in.
Here is how the work flow should work
* format the new card using the format feature on the camera
* shoot your assignment
* copy all the image files to the computer
* make sure they are all safely on the computers hard drive
* format the card
This is the way we have been handling memory cards since the introduction of DSLR's. If you do not follow this work flow, you are risking image or worse, card corruption.