when I first got mine, I oiled them up, i.e. "seasoned" them. In the beginning, I had to use more oil when massaging with them as they would soak it up. after a while, they became nice and oily (not all rancidy tho, yuck!) and I don't have to use as much oil.
to season them in the beginning, I just massaged them with oil.
Here's a good tip for if you DO have rancid, tacky stones - throw them in the dishwasher. works great. I used to use Almond Oil and after a while they did get tacky.... now I only use Jojoba and have no problems, the stones love my jojoba!
I also placed mine in designs on my table to charge them before use.