Heh, good question, I don't think I've ever read of anyone starting to modify their car that early.
My argument would be, yes, I'd wait for a while. My reasoning would be if something is faulty from the factory it may not have had enough time to fail yet. Once you modify the car and loose the warranty, it won't be covered if it breaks. God knows we've had quite a few '09+ engine failures, a guy I know locally had his '09 FXT's engine blow up at 25K+.
BUT, if you do have a problem, and there's always a chance, you won't have warranty and will have to pay for repairs yourself. If you are comfortable accepting the risk or have the financial means to cover a blown engine or screwed up transmission on your own without worry, then I would say go for it.
If an engine failure or tranny problem is going to put you in a bad place, then you need to think about your priorities. I waited until my warranty was up to go stage 2 for this reason. There's always a chance you could have a problem that isn't even caused by your mods, but they could use them to deny coverage and then you will have a fight on your hands that you still could lose.