Long ago, I read that your first burn session is a "memory burn" and that you want to create a full melt pool on the first burn, so I've always burned candles that way. I've also read that a rule of thumb to this is approx. an hour per inch in diameter, so, for instance, a 3" candle would probably require at least a three-hour burn on the first session.
So, now I'm a bit confused too! Maybe this practice is for pillars and novelties, not containers? Since I always do it, I haven't tested to see what happens if you don't ... what happens?