Anna Hey Anna, you don't have to first use your card at home, but it can help for Offline PIN and offline payments. Your PIN is not actuality saved on your chip at first, it has to be written on it and that happens on terminals that are online, which is usually the case in NL with most merchants.
Abroad depending on the country you might run into issues without the PIN saved on your chip, but even then you can just go to an ATM there because they are always online.
