What is the role of warm up in random generator?

In GSL there are many random generators. For example, an implementation of the maximally equidistributed combined Tausworthe generator locates at gsl/taus.c. The random seeds is set in the following function:

static inline unsigned long
taus_get (void *vstate)
{
  taus_state_t *state = (taus_state_t *) vstate;

#define MASK 0xffffffffUL
#define TAUSWORTHE(s,a,b,c,d) (((s &c) <<d) &MASK) ^ ((((s <<a) &MASK)^s) >>b)

  state->s1 = TAUSWORTHE (state->s1, 13, 19, 4294967294UL, 12);
  state->s2 = TAUSWORTHE (state->s2, 2, 25, 4294967288UL, 4);
  state->s3 = TAUSWORTHE (state->s3, 3, 11, 4294967280UL, 17);

  return (state->s1 ^ state->s2 ^ state->s3);
}

static void
taus_set (void *vstate, unsigned long int s)
{
  taus_state_t *state = (taus_state_t *) vstate;

  if (s == 0)
    s = 1;      /* default seed is 1 */

#define LCG(n) ((69069 * n) & 0xffffffffUL)
  state->s1 = LCG (s);
  state->s2 = LCG (state->s1);
  state->s3 = LCG (state->s2);

  /* "warm it up" */
  taus_get (state);
  taus_get (state);
  taus_get (state);
  taus_get (state);
  taus_get (state);
  taus_get (state);
  return;
}

My question is why do they need six "warm up"? Is there something wrong if there is no warm up?