Your yarn was not washed prior to shipment unless you selected that option in your processing work order. Washing the yarn is a necessary step as it will remove the spinning oils, give your yarn loft and look brighter.
Fill either a sink or tub full of water as hot as your hands can stand. Add a small amount of detergent, i.e. Dawn or similar. Press the skeins into the water (do not agitate) and let them soak for 15 minutes. Remove the skeins and re-fill the tub with hot water. Return the skeins to the water and let them soak for 15 minutes. To remove excess water, place the skeins in your washer and set it to spin only. Hang the yarn to dry, rotating it occasionally. Once dry, rewind the skeins by taking one end in each hand and twisting in opposite directions. Bend in the middle, let it twist and tuck one end in the other to secure.