Should I drain Mac battery before charging for the first time?

Nope. Drawing the battery down deep is never advised.

Here's the best friendly advice for getting the most from your battery:

• Plug in when using the computer near available power.

• Use on battery when ac is unavailable.

• Don’t subject the computer and battery to extreme temperatures.

• Let the OS and charging circuits manage the charging.

• Try not to allow the battery to discharge deeply regularly before plugging in. Yes, it may happen from time to time, just don't make it a habit.

• Don't obsess over battery life and/or health.  

And here is Apple's guidance on the subject.

Batteries - Maximizing Performance - Apple Support

About battery health management in Mac laptops - Apple Support 

❝Worry is the misuse of imagination.❞ – Zadra

No, don’t do that under any circumstances!

Draining the battery empty could damage the rechargeable cells that cannot be reversed.

Good luck! 👋🏼😉