Charging a new XR iPhone?

It shouldn't matter. Use the phone however you want. I would recommend charging a new phone as soon as you can, but there's nothing critical about it.

Worst case is you need a new battery, which is a small cost relative to the phone.

No. Lithium Ion batteries do not suffer from a 'memory effect' and do not have to be conditioned like that.

In fact its not recommended your run down the battery completely too often as that can adversely affect the batteries life span.