The simple answer is YES! If you have pain with the first few steps out of bed, you are starting the day out already inflamed. When you wear a night splint it keeps your foot in the right position to stretch the plantar fascia. More importantly, it doesn't allow it to contract and scar into a tightened position. This way when you step out of bed you won't be tearing the plantar fascia and breaking up that scar tissue.
If you are reluctant to wear a night splint, come talk to me. It is important that you pick the RIGHT night splint. There are many sold in online stores that are simply a waste of your money!! I wore one for my plantar fasciitis and It took me awhile to get used to it too. 3 years (and 3 marathons) later and with proper care I remain heel pain free!!