Your preamp tubes won't be working any more or less hard whether you "play them loud and fast right away" or not - a preamp's gain is fixed, and the volume attenuation potentiometer comes after the tubes in the circuit, so volume of playback is not relevant. Just plug 'em in and start to play. Whatever break-in occurs will happen on its own. They'll probably open up and smooth out a little bit over the first couple of days or so. Some tube vendors perform what they call a "controlled burn-in" before the tube is graded and sold, said to extend tube life, but this requires specialized equipment. You'll not damage a tube (they're really not that delicate, actually pretty tough) by just starting at the beginning, though, unless it is defective to begin with, in which case there is nothing you can do about it anyway. The most stress small-signal tubes will encounter during their life is from having the power cycled on and off, which is part of why some folks leave their preamps permanently turned on, and why some amps are designed with standby switches.
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