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Brian, new guns usually do have a slight "break in " period no matter what the manufacturer says. I would clean it, lube the critical points and get you some Sellier and Bellot 115gr fmj for practice. It shoots really clean. Manufacturers normally over oil with much thicker oil that has a tendacy to capture more soot initially.

If it was made right no break in is necessary. The magazines are the heart of any semi-auto pistol. Be sure they are clean and dry inside. Get an Uplula loader and load them properly. Go to about 2:40 in the video to see how to nest the cartridges properly.
youtube.com/watch?v=X1VUOVSBUlY

I shoot a lot of the Federal 100 round boxes (wally world) the seem to work good in all my 9mms

It could be a number of things. I would say shoot 200 more rounds in to break it in. Make sure the mag is slammed in and use cleaner ammo.