Sometimes I have read that users here have complained that new knives they have purchased did not have an edge to their liking, as in not a keen enough edge. When this occurs do we take the do no damage first philosophy? In other words if generally speaking everything looks fine but I'm just not happy with the edge is the first step to use a fine stone or ceramic as the case may be? And only then perhaps turn to a more aggressive stone? thanks!
That's entirely up to you. If you do decide to make it sharper, just be sure you know exactly how you want to go about it.
I'd highly recommend some quality practice time on other knives that won't bring too much grief, if it doesn't work out as expected. If your new knife is an expensive one with high-end 'supersteel', that needs to be approached with caution. Steels like D2 or S30V won't behave in any way similar to the steel on 'cheaper' knives; they're much more 'resistant' to sharpening easily. Also make sure whatever sharpener you use is up to the challenge. Something like an Arkansas stone on an S30V blade will be an uphill battle, if undertaken with little/no prior sharpening experience. There's a flipside to that also; a diamond sharpener can do a lot of damage to an edge quickly, if used improperly.
And, don't try to do too much all at once. 'Baby steps' is the best way to approach it. I used to 'practice' with the sole intent of preventing damage to the edge on new knives. At the very least, you don't want to leave your edge in worse shape than when you started. Just a few passes at a time (maybe 3 - 5), then immediately test for any change in cutting performance. If anything, start with very light pressure on a fine/very fine grit, and at a conservatively low angle (to prevent blunting or rounding the edge). That'll minimize the chance of really damaging the bevel, if your technique isn't as refined as it needs to be.
I wouldn't even touch a coarse stone with a new knife, until you're absolutely sure your technique is sound.
Most importantly, be prepared and willing to 'own' the results of your efforts, good or bad. If it doesn't pan out well, figure out why it didn't, and use that to your advantage the next time around. It's basically impossible to truly ruin a knife edge using unpowered tools. Any undesirable results are fixable, but it just might take some time and practice.