Master Blaster,
New In The Box is fine, and not shooting is ok. Please do NOT defend your home, family, or self with a weapon you have not fired though. Don't count on the factory shot. Choose your ammo if and when the vaquero will be your HD, SD, or CCW weapon and shoot some cylinders worth at the very least right after one another.
I do more than that, but you'd be surprised how different the mindset is to knowing you're gun is good-to-go and just not knowing for sure.
I know a third feeling: I know what if feels like to not trust a new weapon that was a defense weapon. It has happened to me twice. It isn't a good feeling, and it was extremely frustrating since it happened with my first gun purchase.
The first time I realized at night when I went to bed that this was BS!! I did more fullproof tests the next day to confirm my doubts and was allowed to return the weapon actually(he said he'd have no idea what I looked like if I came in for my 7day return and just to not mention shooting it). the second time it was the ammo. I have actually seen it in another cheap weapon as well, but that was an easy fix. It shouldn't happen but it does. Anyone who doesn't shoot much but does have a SD/HD weapon, please take advantage of some opportunity to shoot it by at the very least buying a chosen SD/HD ammo, enjoying yourself, and then using said ammo as your emergency defensive ammo w/the firearm.