You may have seen on customers unboxing videos some boxes with a grey sticker on one side of the box. Note that new boxes do not have this sticker on.
Ledger doesn't stick any tamper proof seal on its boxes as it is not useful. We used to put this grey sticker during a few months, long time ago, but it was a standard sticker, not a seal at all.
In your box, there is a card with a "Did you notice" titling, explaining it. If for some reason you don't have it anymore, you can read this blog post https://blog.ledger.co/how-to-protect-hardware-wallets-against-tampering-cad35cb72c1 to understand why the best practice is not a seal - easy to fake or replace - but attestation to prove the authenticity of your device.
As you must initialize your device before using it, no worries: this device will fully be set up with a wallet you will be the only one to know. Take care to "create a new wallet" when you configure it. Also, the genuineness of your device will be checked by the Ledger application on which you will connect while using the device.