Do I need to season a stainless steel saute pan?
I've never heard of doing anything other than giving it a good cleaning, as you would with any new item before first use.

I've only heard of seasoning used for cast iron and carbon steel, not for stainless steel.  Looking online, I did find instructions for seasoning stainless steel, but I'd be inclined to look at the paperwork that came with the pan -- if the manufacturer recommends doing something, follow their instructions.  If they don't, just give it a good wash.