Refurbished iPhone 6?

I bough an iPhone 6 on amazon and it just came in. I'm a little sketched out because from the moment i turned it on, i never saw the set up screen. (The one that says hello in multiple languages and allows you to start your phone)

Is that odd? Should i restart it?

Yes

A lot of resellers do this to make it easier for people and so they can use it straight away. You'd be surprised at how many people can't follow the instructions on the setup screen.

To answer your question, yes I would restore it to factory settings just in case. It's better to be safe than sorry and it doesn't really affect you by resetting it anyway.