New brakes should always be bed. During this process, brake pad material is transferred to the rotor surface. This creates the actual wear surface and protects the rotor. The heat generated will finish the curing process of the brake pad. Common problems associated without bedding are heavily scored rotors, pads cracking or chunks of material missing. Always follow the bedding procedure recommended by the brake manufacturer you are using.
The process is relatively simple. It consist of 8 to 10 applications of the brakes, increasing in harshness each time, and allowing the brakes to cool slightly in-between. Do not keep the brakes applied between stops. After the last stop, allow the brakes to cool down completely.