I think I read somewhere that starting to use the Lumia 950 XL without a SIM in it makes it have a bug. Is this still true with the current OS build or is it fixed?
The quick start user's guide specifically states to ensure a SIM card is inserted prior to the very first startup of the phone. I imagine this is because of network and device settings could go awry without it. Worst case I'm guessing is if you decide to go without the SIM to play with the phone you may need to do a hard reset when you do put one in to fix any lingering incomplete setup problem.
@fdruid - Nah you can can start it up and set it up. I did... I bought the phone, it came in, and then I fired it up setup all my accounts via wifi and even did the phone updates before I even purchased a cell provider. (Which I ended up with AT&T). You can do whatever you want there is no problems.
I set mine up without a SIM card. As soon as I popped in my AT&T and started the phone I was asked to reboot because SIM settings changed after first sign-on. It has worked fine and had LTE without issues.
The nano SIM came out of a BlackBerry running on AT&T's network with LTE. After doing the swap I contacted AT&T to give them the new IMEI number and everything has been fine.