A brand new car engine, or a brand new car for that matter, is composed of hundreds of parts that must all work in perfect harmony to get things going. The problem with this setup is that just the perfect harmony of these parts takes a while to set up.
Simply put, breaking in your car involves running your car at the low throttle for the first thousand miles or so. You'll want to keep your rotations per minute at low levels during this time, typically under 75 mph with precise instructions stated on your car manual. This break-in period serves to settle the gears and connections in place, allowing them to withstand greater pressure down the road. The lubricants permeate the metal while the metals and plastics expand or contract to fit right into position.
Now this is an important thing to remember for those bringing in imports from other countries - especially sports car models. You may feel the urge to find an empty stretch of road and put the pedal to the metal, but this would result in subtle but serious damage in the long run.
The materials will first warp into shapes that will be too tight or loose for other parts to fit in. Your car will function properly for the first ten, twenty, fifty thousand miles so you don't think it's such a big deal. But problems start cropping up at the sixty and seventy thousand mile mark. These could result in costly repairs and could mean your car engine expires after just 100,000 instead of 200,000 miles.
Remember to give your car the break-in it needs and you won't regret it later on! This is why we feel it is important that you spend time breaking in your car.