Someone already said it, but it doesn't hurt to repeat and emphasize:
All Trezors are shipped without preloaded software for your safety.
Trezor Suite will check if bootloader of a Trezor is genuine or passed internal genuity check. Embedded Secure Element chip can act as a trust anchor and helps to verify the bootloader hasn't been tampered with.
Bootloader is initially locked and should stay locked. A locked bootloader will accept only genuine firmware. Once you unlock the bootloader the attestation key in the Secure Element for Trezor Safe models is discarded and as far as I read it can't be re-instated. So you will always be able to detect when at any point of time tampered firmware has been loaded on the device. A Trezor without attestation key is not recognized as genuine or authentic anymore.
Firmware is signed and a Trezor very clearly displays when it is running non-genuine and/or non-signed firmware. You have to confirm that you're OK with running non-genuine firmware on the device, e.g. if you're a developer.
If your newly purchased Trezor has already a firmware on it, someone used it before you. It's not a new, unused device then. You shouldn't accept this for a device sold as new.
And if you find a piece of paper with your device that already lists 12, 20 or 24 mnemonic recovery words, then something is very wrong. This should never be the case and is a clear sign of fraud or scam.