I deliberately changed my oil after just a couple of hundred miles for this very reason.
Used a fine paper and mesh paint strainer to see if it picked up any metal shavings (I was looking for small pieces of aluminum from the multiple post cast machining processes). Sure enough, I found three small four or five millimeter aluminum shavings.
Its more or less 'normal' for this to happen in a new engine. I repeated the same procedure at 3,000 miles; oil was contaminant free.