Also, unless the factory where the clothing was made is very unusual, the conditions under which clothing are produced have not much to do with sanitation. Bug droppings, dirty hands, dirty floors, oily machines, etc. They don't send the clothes out to be sanitized after they are made. Wash things in a mild detergent like Ivory or Dreft.
You should wash all of your babies clothes before they arrive. Stores put pesticides on clothing and you don't want that to be on your baby...
It isn't really necessary for my babies clothes unless they are used. But the blankets and things I'm doing the same thing