Short answer
HubSpot's KB recommends importing contacts who hard bounced or unsubscribed in a previous tool as opted out, to protect your sending reputation. You confirm the import by typing the number of contacts. It also notes that to keep these contacts out of your billable total, you can delete them and re-import their email addresses as opted out.
1. Start from Data integration
Imports start from Data integration in my demo portal.

2. Why before the first send
Mailing old unsubscribes from a new system is a common cause of spam complaints. See the deliverability checklist.