It has been recommended in a number of youtube videos and blogs to warm the frenchpress glass before brewing coffee.
Why does one need to do this?
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To keep the brewing temperature as stable as possible.
When using glassware during brewing as in French-press, V60 or Chemex, it is important to warm up the gadgets prior to brewing. Normally, the water temperature is set just below boiling point (around 95 degrees Celsius) for a good brew. When you start with cold glassware, your nicely prepared close-to-boiling-point water may cool down a few degrees, which is crucial in the taste of the final cup of coffee.
Additional note: Moreover, after brewing, pouring the prepared coffee to a cold cup may decrease the temperature a few additional degrees, which renders your beverage at most warm, instead of hot. This is mostly visible in espresso as its volume is relatively small. As a result, it is also recommended to keep the cups warmed. Some home espresso machines have additional heating trays on top to keep the cups warm before pulling an espresso shot.