Yes, that's actually recommended, especially for a new glove. You can also try conditioning it, then putting a baseball in it and rubberbanding it so you get a nice pocket.

Make sure itis a conditioner designed for leather baseball gloves.

Neets Foot Oil is the best thing. It is so rare to find it now though you will have to get it online. You should look at the back of a baseball magazine and they have stuff you can buy to.

Many baseball players will tell you that leather fielding gloves and mitts need a lot of tender loving care. Try the following for a great start in your relationship with your glove.


Steps:
1. Use your glove often. Playing catch is the best way to break in a new baseball glove.

2. Rub the pocket linings of the glove with linseed oil, saddle soap or shaving cream.

3. Let the glove dry on its own if it gets wet - placing it near a heat source or using a hair dryer will cause the leather to crack.

4. Place a baseball in the glove's pocket when the glove is not in use, and wrap a rubber band tightly around the glove; this will gradually give it a catching shape.

Tips:
There are several creams designed to treat new leather gloves.

Follow the same steps for leather mitts used by first basemen and catchers.