While there is no specific "breaking in" procedure recommended by Hyundai that I am aware of, I have always stuck to the mantra that your first 1,000 miles or so should be at varied speeds and rpm (i.e. don't immediately hop on the highway and set the cruise control, but instead engage in mixed driving).
That may be useless advice in a modern car, as some others have commented, but I definitely recommend changing the oil at the 5K odometer reading for the first oil change, and then at 10K for the second. You can decide if you want the third to be at 15K or 20K, but the 10K interval recommended by Hyundai for these early oil changes is too long, in my opinion.
Finally, I recommend using the free Hyundai services for these first oil changes in which they will use a synthetic blend, but when you transition to the 10K interval I recommend using full synthetic.