Do I need to wax my skis?

You do not need to wax your new skis, they come with a thin factory wax layer.
Except for thick slushy springtime conditions you will not need to wax your new skis upon arrival. Even in the sloppy spring the layer provided by the factory should be enough to keep you moving.
If your skis are not sliding as you would like, it is always helpful to get them waxed based upon the current ski conditions. Different temperatures (and temperature extremes) create different snow conditions so the skis will always perform a little better getting a wax job specifically for the conditions you will be skiing in on that particular day.
Whatever you do, don't put Pam, WD40, or anything else on the bases of your skis (yes, there is a 'website' that says its a good idea.)