Do you need to season a preseasoned cast iron pan?
I think I know the set you bought. I bought a similar set last year on sale for $9. Even the pre-seasoned come with factory crap on them.
Yes, you do have to wash them -- yes wash them -- in hot soapy water. You heard me right. The first time you must clean those pans thoroughly soap and water. Now dry them thoroughly with clean kitchen towel or paper towel, and for good measure heat the pans over a low flame on top of the stove until there is no trace of moisture. Now the proper seasoning can begin in earnest.
Use any method you prefer. The important thing is to find a routine that works for you. I season mine with canola oil, but others swear by bacon fat, lard or Crisco. It's up to you. There is plenty of advice on how to get a good season on a pan all over the Internet. The method that works for you is the best one to adopt.
After that, no more soap. Either de-glaze with plain water or wipe them clean, do not use soap to clean them. If there is stubborn gunk, use salt or a scraper to remove. The more you use them, the more non-stick they become. Just use them and don't be afraid.
And one final thing. If you find you have to use soap again....so be it. Nothing awful will happen. The non-stick properties are actually a chemical reaction between the oil and the heat. After regular use, maybe a year or so, even the soap won't affect the non-stick properties.
I recently got one from Amazon (a Lodge skillet) and it was pre-seasoned and ready to go. Chances are, it would have been fine. But I didn't know about the coating, etc., either, so I broke a cardinal rule and washed it with soap. Then I re-seasoned it myself. Better safe, right?