Should I be "wearing in" my wedding shoes before the day?

Absolutley YES.
You will need to be comfortable with how the shoe fits and feels.
Do they pinch and rub?

Are you able to walk in them confidently?

Can you last more than 10 minutes wearing them?

These are all things you can address prior to your big day oppossed to your feet feeling like they are on fire on your big day.

It is a good idea to wear them around the house before the big day. It will give you time to get use to the heel height and it will also allow you to sort out any unexpected rubbing issues.