Do I have to charge my new iPhone before the first use?

There is no requirement to charge the phone prior to using, unless it doesn’t have sufficient charge to complete the setup process.

Further:

You can charge at anytime for any amount of time.

You can use it while charging.

You can leave it attached to the charging circuit after the battery reaches 100%.

Do not repeatedly deplete the battery to low levels.

I would at least make sure it's connected to power while setting up, but that's not strictly a requirement.

Adding to post above, Apple has optimized charging in iOS 13. This means that your iPhone will remember when you charge your iPhone the most. Charges it to 80% x-time before you unplug it. And it will make sure it will be near or on 100% once you usually unplug the battery.

Kind regards,

K