It's possible you have a burr on a moving part. Rack it some and then inspect for a wear mark.. For sure it should be cleaned and lubed. The shipping lube won't get it done. I use a light grease on my 870 bolt and Militec on the rest of the action.
Two years I shot a brand new Mossberg 500 and an 870 Express (both HD) with some friends and everyone agreed that the Remington was undisputably smoother and more refined. Every 870 I've ever picked had a very smooth rack. That being said, the internet is abuzz with recent Remington quality control issues. Don't be satisfied until the 870 runs like butter.
