No reason to rinse if you start up a new tank. Just mix it into wet substrate, create a bottom layer of the mix, and them cover with washed substrate. You wait with filling the tank with water until that's done. Otherwise you end up with a murky puddle.
washing it is a good choice but no matter how much you wash it there will still be alot of dust when you put it into your tank. but if you run a hydro sponge filter with a powerhead for a while after you add the substrate the dust will be gone shortly....or you can just let it settle out. either works fine.
It is verrrrrrrrrrrry dusty. rinse rinse rinse. I'd even put it in a container and lower to the bottom of the tank before releasing. It will coat everything if you dont. and look like a box of mud as stated above.