I'm not sure I'm an experienced XD user. I started shooting about a year ago, rented an XD 9mm Subcompact for about 4-5 months. I chose the XDm 9mm Compact for my first gun and have shot that since January this year.
One of the improvements for the XDm series was a change in how the gun is broken down. The XD requires you to pull the trigger (hopefully dry fire ) to complete the disassembly. The XDm does not require a trigger pull. Be careful when cleaning the gun. Too easy to have an accidental discharge (see thread by that name!)
I would certainly clean and lube the gun before use, if only to become more familiar with handling the gun. I don't think there's a lot of heavy grease or anything like that from the factory (you'd already know it if you've taken it apart.) But cleaning and especially lubing lightly will help keep the gun operating well. Some folks on here rarely clean their guns and take pride in how well their guns continue to operate without cleaning. Good for them, but I still clean mine after every range visit.
Springfield Armory (SA) advises you to use snap caps if you're going to dry fire for trigger squeeze practice, which they also strongly recommend. I have some snap caps that I use at the range, but I usually dry fire empty. The snap cap gets ejected way too easily during practice and I wind up chasing the dang things all over the living room!
Either way, dry fire is well worth the effort. Just make sure you do it safely. Put all ammunition in a different room. Eject any magazine from the gun. Lock open the slide and check to be sure the chamber is empty. Based on recent learnings (such as the Accidental Discharge thread! hint, hint) check the chamber visually and manually with your pinkie finger. Look again, feel again. By now you should be pretty sure the chamber is empty. Then you remember the first rule of guns: Every gun is always loaded. So, look again, feel again. There... that nail is sure beat into the floor...
Any way, be safe and enjoy your XD!