New chain advice

just get a rag with few droplets of gasoline and rub the outside of the chain..

As per bikeclips' quote from Sheldon, I wouldn't degrease it too thoroughly, you'll just shorten its life.

However, it's the internal grease that is important. The external coating of grease picks up grit and muck very readily and does not help the chain's operation.

What I do now with a brand new chain is the same as my  regular cleaning procedure: squirt some WD-40 on a rag, rub the links clean then apply normal chain lube on the inside run. Most types, including wet lubes, dry off a bit if applied a few hours before riding, reducing the amount of crap that sticks to it.

From the guru Sheldon Brown:

Factory Lube

New chains come pre-lubricated with a grease-type lubricant which has been installed at the factory. This is an excellent lubricant, and has been made to permeate all of the internal interstices in the chain. The chain and this lubricant need to be warmed during application.

This factory lube is superior to any lube that you can apply after the fact -- well, unless...see below.

Some people make the bad mistake of deliberately removing this superior lubricant. Don't do this!

The factory lubricant all by itself is usually good for several hundred miles of service if the bike is not ridden in wet or dusty conditions. It is best not to apply any sort of lube to a new chain until it is clearly needed, because any wet lube you can apply will dilute the factory lube.

I ride with it to see what it's like.

Some people degrease new chains before re-lubing them.  I personally do as I use wax-based lubes rather than oil ones (at least on my good bike!).

On my winter bike I just fit new chains as-is and clean/relube them as required.