I just rinse in warm water, give it a test lather and then rinse again. Let dry and then use.
+1. What kind of brush is it--- boar, badger, synthetic or horse (or some combination)? I would use the method described in the linked article, unless it's synthetic, in which case I don't think there is anything to really break in.Check out the How To Break In A Brush & Get The Funk Out thread.