I am noticing steering vibration when I first get into the car and start driving. It goes away after few miles of driving is it normal? I've checked tire pressure and my rims are not bent.

 

Its normal. The tires just have to heat up a little.

 

High performance tire will have temporary flat spot if vehicle set overnight (espcially during cold weather). If vibration still exist after 4-5miles driving then it is most likely tire/wheel balance or runout issue. Tire/wheel issue is usually at 70-75mph for Evo.
I had the same issue when I first got my Evo and after tire/wheel re-balance it was fine.

 

yea after driving for few miles it goes away. I just wanted to confirm if it was normal. Thanks guys