When you order a Kindle from Amazon, they ask you whether it's a gift. If you say it is a gift, they don't ask you anything; they just leave it to the buyer to authorize the device later. If it's not a gift, then they send it to you pre-authorized for the account you bought it from.
I would imagine that if you buy a Kindle from a bricks-and-mortar store like Target or Staples, they do them all as if they were gifts - the store isn't going to have geeks on staff to take it out of the box and set it up for you.
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