There is some nuance to this question: If we're talking about a NIB copy of the first print for Super Mario Bros. on NES, then no, I would never even consider opening that thing. If we're talking about a Zelda-themed Switch 2 that goes for several hundred over market value on eBay? Well, what use is it to purchase a new Switch 2 system if I'm not going to use it? Of course I'm going to open up the box and play games on my system.

But then there's a more grey area: Amiibo, accessories, and retro games. Products which you may have very little use for once opened, and lose a ton of their value upon being opened. Do you keep your Q-Box Amiibo confined to his original packaging? Or do you tear that package open? Do you leave your limited edition Splatoon 2 Pro-Controller in package? Or do you open that sucker up?

Where do you stand on the latter scenarios? That's what this thread is more-so about, I suppose.

Personally, I just open them.

My belief is that games, collectibles, etc exist to be enjoyed, if they just stay wrapped up forever then they are not fulfilling their purpose.

If you have a warranty from a seller or store, open them. If you don't, I wouldn't open them. There's a chance the content inside doesn't work anymore if you do. That's maybe a 1 percent chance, maybe a little less or more. But to me, the chance is too high.
It shouldn't be an issue with some disc game (though even some of those deteriorate over time even if unopened) but with cartridge or DS/3DS games (cartridge like with writable saves) the risk of faulty or non-functioning save data is much higher than near-zero.