New Freehub body - do i need to grease it?
 

Before installing the cassette?

Grease the splines i meant !

Most don't. However if you live in a high salt area (coasts and snowy places) and the bike will see outside use when the salt is about a thin film of something to inhibit corrosion is not wrong.

BTW the usual issue with cogs on splines has to do with the cogs' tabs digging into soft AL freehub bodies. No lube helps that from happening. Andy

I don't but I do grease the lock ring threads, and all other threaded connections. I use Tef-Gel for dissimilar metal connections.

^^^this^^^ Infrequently, this problem can be a major irritation. :mad:

Freehub bodies with a "bite guard" (strip of steel along one spline) are good at preventing that. :)
https://cimg6.ibsrv.net/gimg/bikefor...4d79648fbb.jpg

If you lube your chain regularly, then lube is probably going to get down there anyway. Then you'll be cleaning it out when it becomes gunk, then everything will be clean, then you'll lube your chain, then there'll be gunk, then you clean off the gunk again, then you'll lube the chain again, then it'll get gunky again and then you'll clean off the gunk and then lube the chain again.......

Get the idea?