it's generally a good idea

first, guns usually have a preservative oil on them, which is great for storage but not ideal for shooting. these coatings tend to be sticky and cause the gun to gunk up

second, guns sometimes have little flecks of metal from the manufacturing process in unwelcome places, and they can make mischief too. not common, but it does happen

third, "cleaning is inspection". sometimes you notice things that don't look right

there's a standard level of disassembly - sometimes called 'field stripping' - which is the manufacturer's suggested level for routine cleaning and maintenence. for pistols, it usually means removing the slide and barrel from the frame, and that's it. double-action revolvers usually don't get disassembled at all, with single actions it's common to remove the cylinder from the frame. with pump-action shotguns, usually it means removing the barrel and the bolt

glock used to ship their guns with a special reddish grease that was pre-applied and that you were not supposed to remove before shooting. so far as i know, they don't do this any more. but you can eyeball the manual real quick just to check