Whenever you're going to do any form of strenuous exercise, you should always warm up first if you want to avoid possibly hurting yourself. If you were playing baseball you wouldn't just get up there and start hitting balls with all your strength -- you'd swing the bat a few times before you tried to hit a home run. So I believe it's important to warm up before you do pretty much anything on the guitar, be it recording, playing a gig or rehearsing.