You need to season cast iron, not stainless steel , but wash thoroughly and dry well before use. A wipe of veg oil over the surface will possibly help before a patina develops through use, and can help prolong the life of the pan when stored.
One for the bobble hat brigade - if the pan is magnetic, it is likely to be low grade steel 18/0 grade and can develop rust spots. These can be polished out but will always form and can be attacked by acids in certain foods while cooking.
High grade stainless steel cookware - 18/08 or 18/10 types (and the numbers here refer to the percentage of content of chromium and nickel in the stainless steel itself) The nickel is used to make the steel polish more readily and also aids rust resistance and neutralises the magnetic property of the steel, so easy way to check the quality.
Stainless steel can actually have 7 or 8 alloys as well as iron in the make up of the steel, depending on what its used for....