Wash the bike with Dawn or another mild degreaser, and use the HD Denim paint cleaner for touch ups and between washes. If you use polishes or cleaners that are made for normal clear coat finishes you will end up turning your denim to glossy... 
All of this should be covered in the owner's manual.
X2 - how I wash my Fat Bob,,,

BTW, don't try Pledge on Denim paints, looks like chit...
Here is Harleys Bulliten on caring for Black Denim Paint
Harley Davidson Denim Paint Care Bulletin
M-1172 1 of 2
SERVICE BULLETIN BLACK DENIM PAINT CARE INSTRUCTIONS
Purpose
The purpose of this bulletin is to provide an understanding of the characteristics of Black Denim paint and the required care to the dealer network.
Black Denim finish differs from traditional high-gloss finishes on other Harley-Davidson motorcycles. Like denim fabric, Black Denim paint will burnish with age and use, adding character and personality to the finish of the motorcycle. The integrity of the paint, however is not affected by age.Please refer customers to the Owner’s Manual for details on finish care.
If scratched, nicked or scuffed, Black Denim paint can not be buffed out. If polished, the finish will become less matte and more glossy over time. This finish can not be repaired.
Motorcycles with Black Denim paint should follow processes outlined in the Harley-Davidson Cosmetic Guidelines booklet.
Motorcycles Affected
Select 2006 VRSCD and FXDB Dyna model motorcycles.
Required Dealer Action
Inform service personnel of the special care instructions for Black Denim paint, communicate the characteristics of Black Denim paint to customers at time of vehicle order placement and review at time of new vehicle delivery.
Service Procedure
Cleaning Black Denim paint:
For heavy deposits on finish:
Use a grease cutting dishwashing detergent and a clean H-D wash-mitt (P/N 94760-99). Dilute dishwashing detergent per instructions provided by manufacturer and rinse thoroughly with clean water.
For light deposits on finish:
Use ammonia based glass cleaner and a soft H-D Soft-Cloth (HD-94656-98).
For final detailing:
Use H-D Gloss with H-D Soft Cloth.
NOTE
Refer to Table 1 for recommended cleaning care products. M-1172 July 23, 2005