There is no set rule to this and nobody has proven one way is better then the other, so there really is no proven right way to do this.
I am currently on my second Subaru, both had the 2.5L NA engine, the first one I had for over 9 years without any lubricant related issues. What I do with a new car is I change out the oil between 1000 and 1500 miles. While I understand it's not needed, I like to get out anything that might be in there. I then perform the second oil change at the normal severe service interval (3750 miles according to Subaru), I then follow whatever OCI I plan on doing from there.
I've been told that Subaru does not use a break in oil, so it can be changed out at any time without worries. However, someone on here one time said they contacted Subaru and were told that the FF oil is a 0w-20, and the UOA on Subaru FF oil has indicated that it is a 20 weight with a high moly count. I find this surprising b/c the manual never states that a 20 weight oil is acceptable to use.
I know when I had the dealership perform my first oil change on my current Subaru (first oil change was free from the dealer), I noticed a sudden drop in MPG. I know people will say you wont notice a drop going from a 0w-20 to a 5w-30 (or whatever the dealership put in there) but I definitely had a drop of MPG for one reason or another and it coincided exactly with my oil change.
Anyways, changing at the 1000-1500 mile mark worked for me, so that's what I'll continue to do. You'll have people come on here and say they just went with the regular recommended interval and never had a problem for the life of their car. And you'll have people who say they changed it out early and never had a problem for the life of their car. The modern engine manufacturing process is pretty clean, and most modern engines can take a surprising beating, do whichever one makes you feel more comfortable and enjoy your new car.
Congrats on your new car, Subaru makes some great cars that are very reliable, so you'll be able to enjoy it for a long time to come