The picture should improve after you have used it for a couple of weeks. But personally I would calibrate it now, and then again after the first month or two.
Once you have calibrated the picture, it doesnt mean your done. I know a professional photographer, who used a devise that sits on his monitor, and using some software, automatically calibrates the colours etc after a few mins.
The software that runs on his computer, automatically pops up, after a few weeks, telling him to recalibarate the monitor, because as a montior / t.v gets older, its performance changes, even if only slightly.