What Greg said...
Making a noise when? 1st gear noise, or a bit of a whine, is not unusual, even in a car with a manual tranny, so it's hard to know exactly what kind of noise is being reported. If you change the motor oil in the transmission out to a specifically designed oil for gears, like Redline Shockproof, some noise may decrease, plus it's easier to find neutral, etc. Assuming the oil level is right, I'd run it until the 1K service, then change it to a gear oil. Never assume the dealer checked the oil levels in the bike before delivery.
In fact, I'd change both it and the primary oil out to a product made specifically for the application, like Redline MTL or Automatic transmission fluid for the primary. Run a good Synthetic in the crankcase. Syn 3 is fine, but Mobil 1, Amsoil, Redline is also as good or better.