Yes, reeds do need breaking in.
It's only after breaking a reed in that you can decide if it is up to the job or not.
Normally you end up with a number of broken in reeds so you can choose which one is best to use.
music.stackexchange.com/users/47576/Jomiddnz
Yes, reeds have a breaking-in period.
The cells in the bamboo literally swell and and the cell walls burst, making the reed more flexible.
The length of breaking in time varies, but should not be too long, maybe 4-5 sessions of playing.
If it takes much longer, then the reed strength may be too hard for you or the reed may not be milled well.
As was stated above, reeds can also die.
The first signals for me are that my sound has become thin and I start to have serious intonation problems.
If a reed that seems good "dies" too quickly, the reed strength may be too soft.
The trick is finding a reed strength that will last but will also not have an overly lengthy breaking in process that is unbearable.
You may need to try different brands of reeds to find the one you like best.
Knowing that reeds require a breaking in process, I make sure to always have at least 2, preferably 3, reeds broken in and "ready" for a performance in case one cracks at the last minute.
I mark my reeds 1st/2nd/3rd choice on the back.
Rotating reeds, practicing on one for a session while another rests, is a good way to help ensure that you are breaking in more than one.
It also helps the reeds last longer.
music.stackexchange.com/users/47856/Heather S.
Experiment with it.
You may find breaking in is important to ensure a quality, long-lasting reed.
Or, maybe not.
For my jazz setup, I can play my reeds right out of the box and achieve the tone I'm looking for with the comfort I desire.
This could be the brand of reeds that I use; it could be my standards for a reed.
Who knows.
For my classical setup, I have a 2-day process.
Day 1
: Soak the reed in lukewarm water for 60 seconds.
Play for 120 seconds only notes between G and C. Drain the reed on a piece of glass.
Place reed on glass over night.
Day 2
: Play for 240 seconds only notes between low D and mid F. Drain the reed on a piece of glass.
Place reed on glass over night.
If I don't do this for my classical reeds, the reed is basically unplayable for me
and I have severe discomfort playing.
Maybe it's the reed, maybe it's me.
Who knows.
Different reeds and different people need different things.
Experiment with your reeds -- trying breaking in a few using different methods that you find online, try playing a few right out of the box.
Also make sure that when you wet the reed in your mouth before playing that you wet the entire reed, not just the tip.
music.stackexchange.com/users/19194/SirPython
The amount of break-in can vary from reed to reed.
I recommend a few techniques which both help the break-in process and help keep the reed healthy and long-lived.
First, perhaps most obvious: always clean off and gently rub dry after playing, and store on a flat surface to keep the underside from warping.
Next, I always (used to, as I don't play reeds anymore) burnish the underside by rubbing it over a high-quality sheet of typing paper, the paper itself on some large flat surface.
Do this a little bit every session for a week or so.
Burnish the top as well, using light pressure with some smooth, rounded object such as a ballpoint pen housing --
tho' I'll grant that this last bit may be my personal religion.
My personal favorite, and most successful, reed case consisted of a thick glass plate in a small box, with some soft foam rubber inside the top to apply gentle pressure on the reeds to keep them flat when the case was closed. YMMV
music.stackexchange.com/users/6275/Carl Witthoft
Reeds do, in fact, need to break in, as other answers have stated.
As a new player, one thing that you need to keep in mind is that no matter how well you care for them, eventually, reeds will die .
I worked in a band instrument repair store for eight years, and one of the chronic complaints of new reed players was that the reeds inexplicably stop working.
This is natural.
Just keep an eye out for it (a mouth out for it?), and when you start to notice the quality of your sound decreasing for no other apparent reason, it may be time to buy new reeds.
music.stackexchange.com/users/46541/John Doe
I was curious if woodwind reeds need a break in period to meld to the mouthpiece. I am learning saxophone and it seems the longer I use the same reed, it seems to play better.
Do woodwind reeds (Sax, clarinet, etc) need break in to play better?
music.stackexchange.com
<saxophone><clarinet>
music.stackexchange.com/questions/71518
music.stackexchange.com/users/50580/RickMcg
S0: Yes, reeds have a breaking-in period.  The cells in the bamboo literally swell and and the cell walls burst, making the reed more flexible. The length of breaking in time varies, but should not be too long, maybe 4-5 sessions of playing. Reeds have a breaking-in period. 
Reeds have a breaking-in period. The bamboo cells expand and rupture, making the reed more pliable.The amount of time required to wear in varies, but should not be too long; possibly four to five times. These should be used for at least five years after they have been brought on to the market. 