You have to wash it at least 2-3 times before use, or your girl will sit in their own pee!
You need to always wash fleece withour softeners to make sure that it wicks away any surface fluids. It is advisable to shake out your fleece very well before and after putting it into a washing machine and remove any big bits of hay that are sticking to the fleece. If it's not your own washing machine, you'd best put your fleeces in an old duvet cover, so hay and hair cannot clog up the filters and mess up the drum for the next user.