Modern engines benefit from vastly improved lubrication, metallurgy, and manufacturing technologies. However, this means they are typically built to much *closer* tolerances than engines of the past. This means that they will tend to run hotter (from increased friction) until all the surfaces mate. (This is also why fuel economy generally improves a bit after break-in) So, subjecting the engine to too great a load (higher engine speed = more power = more stress = more heat) too early in its life can cause premature wear.
Granted, there is very little chance that you will notice any ill effects if you don’t follow the break-in procedures and you certainly shouldn’t have a problem if you “over-rev” it a little “accidently” during break-in. However, following the prescribed procedures will give your new scooter the best chance of a long and trouble-free life.
As for the original question, depending on how mechanically adept you are, you might want to consider allowing the dealer to do the first service. That way, if anything serious goes wrong early on, the ball is clearly in their court when it comes to fixing it.
However, they legally cannot deny you warranty coverage if you decide to perform your own routine servicing. So, while I might let them do the first service, I’d consider doing the subsequent ones yourself assuming you have the knowhow and tools. You can save a lot of money, it’s not really hard (particularly if you pick up a service manual), and you will get to know your scooter much better. Just make sure you follow the service schedule (for warranty purposes) and keep good records.
Good luck!