Loading nickel metal hydride battery for the first time
Battery on 0% usually still has some voltage, and battery on 100% usually can be overcharged. However, for many types of batteries it is not healthy, leading to premature degradation, the exact 0% and 100% charges as well as initial load procedure and storage requirements are marked at point that happens to prevent battery degradation and increase its capacity.

While I'm not aware of what exact process is intended to happen in Ni-hydride battery, I'm pretty aware that preparation procedure for battery MAY be required. For example, during initial cycles of lead accumulator, its capacity increases. The reason is in its chemistry, as it actually works on lead oxides transformations and the cycles increase layer of oxides on electrodes. 

Since Ni-hydride cell includes electrode with half-reaction 

$\ce{Ni(OH)2 + OH- = NiO(OH) + H2O + e-}$

I guess, that during initial charge the manufacturer expects that layer of nickel hydroxide is formed on positive electrode.  But this is just a guess, you'll have to search specific info on this particular type of battery to be sure. Ni-hydride batteries are resistant to overcharge at low currents, so if you use appropriate smart charger, say, shipped with the batteries, the overcharge is safe, so, since the manufacturer requires it, you should follow the manual.