I always change the oil and filter on a new or rebuilt engine around 1000 miles. It may not be necessary, but I've seen the trash in oil from from enough fresh engines that leads me to believe that it is a good idea.
Get a magnetic drain plug. GoldPlug.com or drainplugmagnets.com are strong magnets. Others are often too weak. Then see how much iron fuzz they capture. I wouldn't touch the oil filter, but change the oil (leave filter on) at 1,000 miles to get the initial machining asperities cleaned out.
Me too! .... even with my new Santa Fe 2.4 GDI. I've purchased a dozen new vehicles since 1970 and never had any kind of engine oil problem. The last eight new vehicles - we were first and last owner of them.
You get 4 free oil changes in the first 2 years. You could do one now, and a couple in between the dealer ones. I changed the oil and filter at 650 kms on my 2018 6.6L duramax. The dealer did the next one at 10,000. (6,200 miles).