Read this article for give to give you more depth about this topic: https://www.ledger.fr/2015/03/27/how-to-protect-hardware-wallets-against-tampering/
1. You ensure your Ledger Nano S is running the latest firmware. (1.4.1 at the time of this post)
2. You reset the Ledger Nano S at least once to ensure that any "preloaded" seed is wiped
3. You ignore any pre-printed card that proclaims to be your seed
NOTE: Should you actually receive a Ledger Nano S that comes either preloaded with a seed, or with an included pre-printed card... you should return it and ask for a refund as it is likely that it has been tampered with. You should also report the reseller to Ledger.