Silly question. any danger or issue with wearing new clothing without washing them first even if the label says to wash before wearing? its a jacket and didnt realize it needed to be washed first?

Not really a silly question. Often clothing manufacturers put this warning label on clothing to protect themselves from individuals that may end up with allergic responses from chemicals or other substances that may be left on the clothing during the manufacturing process. If you wore the cloths and had no allergic response, you are totally fine.

In most cases there is no concern. Depending on the store and area of location many people might have tried on the article of clothing before you. It is possible that bacterial and even viral particles could be present depending who tried on the clothing before you. For peace of mind and health reasons wash the clothing.