No such thing as worrying too much
Enjoy your ride, what you are seeing is water vapor in the exhaust condensing, just like when the Packers and Jets were breathing during the game tonight. It is always best to question things you don't know, than just assume it is okay, because some day it will be something legitimate, that needs attention.
Getting on it during break-in a couple times won't hurt it, read your owner's manual, and then do some internet research and learn what the break-in period is all about, seating rings, allowing plane bearings to wear in, then it all makes sense.
Enjoy your new truck.