1. there have been (rare) cases of drives coming preloaded withs stuff... remember when the ipods were being shipped with a virus?
2. filling it with 0s will find defective sectors (which it shipped from the factory with, it happens) and mark them as such.
3. it helps to give it a good "burn in" to help cull out the weak... drives tend to break very early and very late.
Note that there is absolutely no ill effect to simply aborting the format and starting over.
Specifically, starting over using an eSATA port.
I second C1s advice... start with a format (quick or full... to taste). put a bunch of stuff on it, really fill it up... leave it running a few days (or at least 1 day), perhaps running a burn in program... then do a full format and put it to use (if it survived thus far)
Google confirmed what most customers were seeing... HDD have a 12-16% failure rate... most fail in the first 3 months, another good amount in the first year, and then a good amount in the 5+ years mark.
Oddly enough, for most of its life its drives with heavy OR low usage that are most likely to fail, drives with average usage are least likely... and temperature is irrelevant.