Absolutely, for multiple reasons.
While you need to work fairly hard to break a guitar, you can make it really unenjoyable to play and that’d be a bummer on a nice, new guitar. And depending on the guitar and store in question, if you’re getting something like a Fender Custom Shop from WildWood, it’s a safe bet that guitar is going to show up playing pretty good. If you’re buying a $2500 used ‘57 Strat Reissue from Cletus Crawfish And Guitars in Bumfuck, Louisiana, there’s a good chance it’s going to need a setup and an
air freshener.
Your cheaper/lower quality guitar will, hopefully, have more things to address than the expensive Strat and it’s best to go into it without worrying about babying the guitar. There’s a million vids on youtube for setups. Find one with the person you enjoy the most and if they aren’t telling you specifically WHY you’re doing something and clearly explaining why it should be done and when it doesn’t need to be done, find a new one.
Use the right tool for the job, all the time. There’s some great setup kits out there now that have everything you need to learn with and I strongly advise the Buy Once, Cry Once approach to getting the tools-
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Don’t be tempted by the junk kits on Amazon. You’ll hate setting up your guitar if you use junky, ineffective shit to do it with. Save every little screwdriver you come across for the rest of your life.