Clean new recording?

Someone told me I should clean new vinyl before I play it to remove cutting residue. Is that correct? I use a VPI machine.

IMHO, you should always clean new (and/or used) vinyl before playing. Some disagree with cleaning "new" vinyl, but it never touches my tables/arms/carts without being cleaned first.
A new LP needs to be cleaned to remove the mold release residue every new LP comes from the pressing plant coated with. The LP pressing stampers are coated with a substance to make the LP more readily come off the stamper after it is pressed, and a small amount of the substance (residue) is left on each LP.
Agree w/ Mofi, but the stuff that needs removing on new records is the mold release agent. There are several fluids specifically designed for the purpose and available through places like Needle Doctor. Happy listening!
Agree with the above, and I've heard the sonic improvements and noted a lessening of stylus residues when playing new LPs cleaned vs. uncleaned.

Like it or not, pressing plants do not clean new LPs before sliding them into the jacket for sale. Trace contaminants are almost inevitable. If you play the LP without cleaning it, these will be dragged against the groovewalls, potentially damaging the new vinyl you just paid for, and/or build up on the stylus. There's no reason to take those risks when preventing them is so easy.