Yup there is a break-in period. Just make sure you follow the proper break-in procedures. Like don't drive over 60mph, don't slam on the brakes or get on the gas too hard for the 1st 1000 miles.

Also increase tire pressures can save you 1-2mpg. I would bump it up to about 2-4psi over stock. Ride might suffer, but you get more mpg.