With such a frenzy of mail ordered plants. I don't know exactly a good method to acclimate new plants. There are lots of variables to consider with how the live plants were grown from the original owner.

They could've been grown in Greenhouses, Outdoors, etc. A few of the plants I've received have had most of their leaves fall off. Some had sunburn. Is this normal?

Anyways whats your procedure to acclimate new plants received in the mail?

Dense shade for a week,dappled light for 2 and then I assess each to determine how much sun they can take.
Some go into full sun,others migrate through lesser degree's of shade.

full shade for a month here in Tampa.  Then repot and moved to dapple shade.  It is 90 here every day for the past 92 days.     Will move out into sun this fall when cooler.   Otherwise they would fry now.   Be careful that the sun doesnt drop down and shine on them under the trees   like late in the afternoon.   

You might ask the person who sold you the tree for their suggestions. As you said, they could have come from any kind of growing environment. One seller suggested I give the plants some nitrogen. He says he under feeds them so they won't grow too big. I guess keeping them small would make them easier to ship. The leaves of one plant were a little yellow, so I did used a fertilizer foliage spray treatment as well as a fertilizer soil drench on them. A lot of on-line nurseries and sellers are great about returning an email with a few short questions.

The shade tip is a good idea. I think I've shocked a few plants placing them in direct sun right out of the box.

Here in the dry desert climate, I keep the trees heavily watered and keep them under a cover or plastic tent for a few days in the shade. Then I graduate slowly from the cover and keep in the shade for a few weeks. On cloudy days I may sneak them out of the shade but it is very tricky to acclimate them to our conditions. Slow is much better. When I see wilting of the leaves, that signals me to retreat back into the shade. Eventually they make it but it takes time.