Honestly I've never handled a new one! If it feels gritty I'd disassemble and clean for sure. By the time such equipment makes it's way into my hands it's well-used, er I mean broken-in.
Unrelated but even if you don't have a collet closer for that machine get a set of import collet blocks (hex and square) and watch for a set of 5C collets -- here again I've had good luck with import collets as they're still way more accurate than an old manual lathe will ever be.
Loading and unloading the work with collet blocks is cumbersome but if you ever need to hold something small and/or prec gnd shafting where jaw marks are absolutely unacceptable, they're worth the trouble. You can also wrap the work with a single layer of abrasive (sandpaper) to avoid jaw marks but most 3-jaws don't play nice much under, say, 1/2" dia (varies by chuck)
You can also get a chuck which is a 5C closer in itself but again they're $$$$. Of course maybe you got a factory collet closer? Or you can watch classifieds at places like PM but the odds are incredibly slim one pops up.
I'd also at least research and bookmark places that might sell machineable aluminum jaws for your chuck......and if you ever need to hold larger rings, pie jaws
Here begins the truth that the machine is cheap -- it's the tooling that eats you alive