The simple answer is YES!  If you have pain with the first few steps out of bed, it means you are starting the day tight and inflamed. When you wear a night stretching device 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!! If you have difficulty sleeping with this stretching splint on, there are some recommendations we can discuss to help you get to and stay heel pain free!!