New bike disc brake noise

The brakes should be adjusted. The disc caliper mounting bolts allow a small amount of adjustment to center the pads between the disc rotor. Your caliper is likely misaligned allowing the rotor to rub on the pads. If the rubbing sound is cyclic meaning it rubs then stop at the same place each wheel rotation the cause is more likely a warped rotor. Another potential issue is the axle not fully seated in the dropout resulting in a slight misalignment.

With disc brake systems, a couple of maintenance tasks need to be done somewhat often. Realignment of the pads with the rotor and trueing of the rotor itself are fairly straight forward, easy tasks accomplished with common tools. Park Tool's website has a good explanation with video of the adjustment of hydraulic disc brakes. Before adjusting anything with the brakes, make sure that your wheels are fully seated in the dropouts and the rims run centered and true. Then attempt the alignment of caliper to rotor task.

One other important task that is necessary for a well functioning disc brake systems is completing a "burn in" exercise when new brakes, rotors, or pads are installed. Essentially, one gets the bike up to speed (up to around 20mph) and then brakes hard but without locking up the wheel. The heat generated helps burn off manufacturing impurities, "shapes" the pads with the rotor, and results in improved braking performance. Do this about 10 times in a row. A couple tips: a long down hill stretch helps to get up to sufficient speed quickly. The longer the wheel turns after braking force applied, the more heat that is generated. Generating sufficient heat is why the the burn in reps should be completed as close together as possible. Related to that, doing one brake at a time simplifies the process, allows for more wheel rotation for each braking rep, ensuring a thorough burn in.