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This is good advice. If you have bought a Ledger from anywhere other than their official website, any third party, any second hand device, any prize or competition winning, etc. then before you start you should follow the instructions here (
https://support.ledger.com/hc/en-us/articles/360002481534) to ensure your device is genuine and not pre-configured. It doesn't remove the risk, but it does mitigate it a little. Even if you did buy direct from Ledger, it's still good practice to follow these steps.