Tires are comprised of many layers of rubber, steel and fabric. Due to these different components, your new tires require a break-in period to ensure that they deliver their normal ride quality and maximum performance. During the manufacturing process, tires are covered with a lubricant to prevent them from sticking to their molds. Some of the lubricant stays on the surface of your tires, reducing traction until it is slightly roughened.
To roughen your tires, they need to be driven several hundred miles to remove the lubricant from the tire tread contact patch. Don't be surprised if your new tires are a little slower to respond (even if you use the exact same tire as before). Their new, full depth brings with it a little more tread squirm until they wear down.
New tires also decrease your vehicle’s fuel efficiency from the increased tread depth. Odds are your older tires had very little tread depth remaining. As tread depth decreases, rolling resistance decreases, creating less work for the vehicle. Over time, as your new tires wear your fuel efficiency will improve.