Right...1st answer, lol.
After installing a PC-game, many players are tempted by the last setup-menu, asking them if they want to start the game straight away.
And then wonder why the game runs with bugs and glitches.
The reason why you need to reboot is, to make sure that the Windows-registry gets updated properly...new files & folders need a registry-entry, user-accounts need an update in the registry, dll's that came with the game need to be registered etc.
Only a reboot can make sure about that.
It's no garantee, that the game will run flawlessly...but it's always better to exclude as much error-sources as possible on 1st hand.
2nd tip
:
defrag your HD after installing and rebooting
...to decrease loading-times.