Generally, washing new clothes before wearing them is advisable for certain health and hygienic reasons.
First, new clothes mostly have chemicals from manufacturing processes: dyes, formaldehyde, and other finishing agents that may be used to retain fabric wrinkle-free, bright, or mold-free during transport. These can provide skin irritation, rashes, or allergic reactions, especially in sensitive-skinned people.
Washing removes such potentially harmful substances, making the clothing safer against direct contact with your skin.
Second, newly made clothes could be contaminated with all forms of impurities in the environment during production, shipment, and storage. The conditions may also not be sanitary enough at every factory, warehouse, and store. The fabrics might gather dust, dirt, and even bug or rodent droppings upon them.
Moreover, garments often change hands during manufacturing, packaging, and display, which further increases the possibility of bacteria or other pathogens clinging onto them.
Some fabrics are stiff or, for that matter, unpleasantly odorous when new. These are only side effects of the treatment processes on the fabrics and can be washed away, thereby enhancing comfort and freshness.
Last but certainly not least, washing new clothes softens the fabric to make it more comfortable. Some garments may experience minimal shrinkage on the first wash; obviously, one would want this to occur prior to actual use to prevent any fitting problems in the future.