They ship it with 40% so you can use it straight from the box.
I'd recommend running the battery all the way down within the first few days (so it switches off automatically (it wont do it any harm)) then leave it in the cradle charging overnight.
You'll see the battery symbol will contain a plug icon if you have full charge. If you use your computer connection to charge the phone make sure you leave it fully on, and not in sleep mode as this will cut off the power to the USB port and actually drain the battery, as the phone continually tries to go into the charge cycle.