There’s a risk getting media or substrate from outside sources, but you can limit the risk by checking out where it’s coming from. If it’s from a healthy tank with healthy fish, it’s most likely ok, but there’s a risk. I have many tanks to pull from and I’ve given old media to people, a couple times people I met at petsmart getting bad info and I couldn’t help but step in.
In regards to the OP's situation, he's starting from brand new. You can bring anything in with new fish, or from established filtration / substrate. It's basically starting off as a quarantine tank.