No, not screw her brains out. But inspect the doll thoroughly for any shipping damage or mistakes.
Set up a camera and record your unboxing or at least take pictures while you are doing it, so that you have proof to present to the vendor/manufacturer you bought it from - just in case your doll arrives damaged. That way you can prove that you did not cause the damage.
Look around the box to see if there are any holes in it. If the box has big holes in it and looks like it has been violated by a pack of rabid wolves, then do not open the box. If the box looks like 5 fat people sat on it and had a picknick, do not open it. Instead contact your vendor, show them photos of it and ask for directions.
Make sure you don't have the box upside down when you open it. Look for the "this side up" arrows which the delivery guy probably ignored.
Use a box cutter to open the box, but be careful not to cut anything inside.
Make sure you got the right wig color.
Find the head and unwrap it without dropping it on the floor. Perhaps sit down and keep it in your lap while you unwrap it, so that if you drop it - it won't land on the floor. You can use the box cutter for this as well, but be extremely careful not to cut the skin, only the tape holding it together.
Make sure you got the right eye color.
Look behind and around her ears for any tearing.
Make sure your head has eyelashes on them.
Stick your finger inside her mouth and feel the depth and texture.
There should be a bolt in her neck, which is used to attach the head to the body.
Take the plastic off her body, raise her arms and unwrap her hands.
Inspect the hands, check for possible finger wires sticking out. Check for tears in between fingers and count her nails.
Try carefully bending her fingers, as if she was going to grab something. The finger wires are posable.
Raise her legs and unwrap her feet.
Inspect her feet, check for tearing in between the toes. Touch the toes and figure out which ones have wires in them. This may vary between different models. Some dolls have no wires in their toes. Count her toenails, if any of them are missing they might have fallen off into the packaging.
After checking her legs for damage, reach in under her and raise her up in a seated position.
Check her arms and armpits for any damage.
Check her back and neck area.
Place a sheet or something on your bed before you lift her out of the box and place her on the bed, to protect your bed from factory residues on her skin.
Lean her a little bit backwards, so that you can reach in under her legs. Lift her in the "bridal position". One arm under her lower back, one arm under her legs. Make sure you don't damage her fingers when you are holding her close to your body.
Put her on your bed and inspect the rest of her body. The vagina and the anus mainly. Stick your finger inside and feel the depth and texture.
Check in between and all around the boobs for any sign of tears, especially on the very big breasted dolls.
Bend her arms and legs to test her joints and make sure the skeleton is not damaged. She should be able to bend her arms and legs the same way a human can. But avoid raising her arms straight up above her head, since that puts a lot of stress to her armpits and could over time tear the skin.
Attach the head to the body - make sure the skin color match.
Check the box for any small objects that may or may not be included. Such as nail glue, stain remover and comb. Just make sure you don't throw them away, since they may come in handy.
If your doll has any damage, is missing something or if they gave you wrong options - then contact your vendor/manufacturer right away, include photos. If your doll has obtained any major damage during the shipping - then I would avoid doing anything more before having contact with the vendor.
If your doll is fine and there's nothing to complain about, then proceed to the next step. I know how eager you are to try out your new doll right away. But I would recommend that you shower your doll before you do. This is to wash off some of those factory residues that will be on her skin when she arrives. You can skip the oiling and vaseline part in the guide this first time.
When you have her back in bed again and she's dry, powder her before you get down to business. If your doll has a very strong TPE smell, like some dolls have when they are new, then you might consider keeping her in another room with the door closed. Maybe leave a window open a little bit, to air out the smell. Just make sure she's lying comfortably on a soft surface, of course.
My Vanessa and Alice did not have a strong TPE smell at first. I could smell it when I got close to them, but it wasn't so bad that I couldn't be around them. However, Booberella had such a strong smell that I couldn't be in the same room as her. I kept her on a mattress on the bathroom floor for 3 days before I could enjoy her presence. Over time, that TPE smell will go away almost completely. You will only smell it when you stick your nose close to their skin and sniff it.
One of the reasons why you should never buy a cheap knock-off doll from an unverified vendor, is that those dolls can be made with toxic chemicals that would harm you over time. Either by breathing in the odor or by kissing the doll. Another reason is that the quality will be worse, obviously. And once you have your new doll with you - I'm sure most of you will want to keep them with you forever.
If you received the wrong wig or eye color, don't let this slide. Instead, contact your vendor and tell them about this mistake. Do not approach them in anger, instead be understanding that these things happen. Most vendors will likely send you the correct wig or pair of eyes for free - which means you will now have two sets, which never hurts. Any minor damage to your doll, made during shipping - could possibly be compensated. Or they could send you some TPE glue for free. Always use extreme caution when using TPE glue, make sure you know what you are doing. It's not like regular glue, it's more like acid for TPE material.