I was always told that people should use conventional to allow rings to seat properly and the general break in of parts to match up better. The rumor was that synthetic oil was too slick to allow these things to happen.
That's what I was told, though I know you can use synthetic at any point in time. As was pointed out there are quite a few cars that come with synthetic as their FF oil.
But despite knowing this, I still use conventional at first. Same as I know you can keep the FF oil in there until the first oil change, but I still change it out after about 1k miles.
I was once told a story for the bases of the "don't break a car in with synthetic oil", as it was told to me was that back in the day synthetic oil cost much more then conventional oil, but people who felt they knew what was better for their new car would put synthetic oil in there the first opportunity they got. Then b/c they knew enough to put in synthetic (and b/c of the hit to their wallets), they would constantly be checking their oil to make sure everything was good. However, engines weren't manufactured as finely as they are today, and all vehicles at the time would burn oil until the engine got broken in. The average person wouldn't notice this b/c they used conventional and didn't pay as much attention to their oil, but those who felt they were smart and immediately used synthetic kept a close eye on it and would see that oil was burning (and taking their $$$ with it). Thus the theory was that you couldn't use synthetic until you've broken in the engine with conventional b/c that allowed everything to break in so that you wouldn't burn away your oil or money.
Now I make no claims to know if that story even has the slightest bit of truth to it or not. That was simply how it was told to me by someone MUCH more knowledgeable about car maintenance and history then I'll ever be, however that does not mean he's not mistaken on the story. I'm simply passing along the story as it was told to me so that you can enjoy it too, if you don't believe it or didn't enjoy it, oh well. But don't start some flame war on this thread b/c of it (I know this forum is better then that, but unfortunately most of the internet isn't)