It is tempting to take a new product out of its packaging and use it straight away. But it has been through quite a few chemical processes before reaching you, and knowing this explains why we should not skip the first wash.
Reactive dyes are generally used to dye cotton. They form a chemical bond with the fibre and, when applied well, are very durable and safe. However, some cheap dyes, particularly certain azo dyes, can break down into amines that are harmful to health, and such dyes are banned in Europe. There are also substances such as formaldehyde, sometimes used in easy-care finishes.
This is where certifications such as Oeko-Tex Standard 100 come in. This certificate shows that the finished product has been tested for known harmful substances. It even has a separate, stricter class for baby products. Certified or not, washing every new home textile once before use is a good habit. It removes leftover finishes and excess dye, and the absorbency issue described in the piece on new towels sorts itself out too.