Ledger doesn't stick any tamper proof seal on its boxes as it is not useful.
You may have watched some very old videos shot by Ledger's users on the Web, showing boxes with a grey sticker. We indeed used to put a grey sticker during a few months, long time ago, but it was a simple sticker, not a seal.
In the box you have received from us, 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 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 integrity of your device will be checked by the Ledger application on which you will connect.