Yes, without taking the plastic bag off, you wouldn't be able to pull air through it. There's always a bit of residual carbon dust that comes out of a new filter. If you're venting to somewhere you don't want this dust to go, can blow some of it off with computer duster before hooking it up. Ideally, you want a bit of negative pressure on your tent (more air going out than in) as this won't allow air to seep out of cracks and keep it all going through the filter. If the walls are sucking in too much and your temps can handle it, put a fan speed controller on it to slow it down just a bit. This will help with noise as well.
If there's carbon dust inside the cooltube, disconnect and clean your tube, then hook back up. Dirty glass/lenses in hoods will contribute to a good bit of lumen loss, thus reducing performance. Should be good to go after that.