A common questions is if speakers or subwoofers require a break in period. The answer is no. While it is true that the suspension of a speaker will loosen up over time, there is no need to play a speaker at half power or low volumes for an extended period in order to aid or ease into this.
The most important thing is to make sure that you are careful in matching up the amplifier’s RMS rating to the RMS rating of the particular speaker or subwoofer(s) you intend to use. Also make sure the subwoofer(s) are in the proper enclosure specified for their intended application. It's also important to make sure the Input Sensitivity (gain) of the amplifier is set up properly. Learn more about how to Properly Set Input Sensitivity.
If these steps are taken you can play your stereo system at normal listening levels with no fear of damaging the speaker.