I too picked up my car brand new from the dealership, then had the drive back home to Belfast, which was like a 500 miles journey + ferry etc. I had the same issues with brakes, as they're very sharp. Anyway, I was used to it after like 20 miles. Took it around a few quiet roads, for a like 1 hour, to get used to its shape, and handling etc, before hitting the motorway.
Just drive it around roads; both quite and busy roads. And if you can, go on dual carriageway or motorways to test its limits etc. Of course, do be safe.