Can or should one makea shehecheyanu on a new pair of telillin even if it has been received at an earlier date but not worn as of yet? This is a general question not pertaining to the 3 weeks?
The question of making shehecheyanu for tefillin involves a dispute among authorities. According to the Rambam, the berachah is made, but according to other poskim (Ittur, Tur), the berachah is not recited.
The Biur Halachah (22) writes that one should therefore recite shehecheyanu on a new fruit (or other new item worthy of the berachah), and have in mind the new tefillin.
He add, however (in brackets) that according to the Vilna Gaon, even the Rambam agrees that the shehecheyanu berachah is only required by somebody who makes his own tefillin, and not by somebody who buys ready-made tefillin.
Tefillin, in this sense, are not considered as a new garment, because the shehecheyanu berachah is not recited over leather garments.