The "indexing" feel here is odd, because I don't see how a new hub could possibly be notched in the bearing surfaces. That takes a bunch of use couple with poor adjustment.
That said, every new bike's hubs need to be checked for proper adjustment. (Unless it's got cartridge bearings.)
When I build wheels, I have to adjust every hub, from cheap ones to Shimano XT. They all come too tight, sometimes incredibly so. If buying a bike from a decent store, the shop should do this, but they often don't. (I had one bike's rear go bad after about 1,000 miles b/c I had assumed they'd done their work.) These days, I assume every new wheel will need adjustment by me before riding.
As mentioned above, proper cup-cone adjustment must be slightly loose until the clamping force from the QR is applied, at which point it should have no play. A simple way to check this is mount the wheel, do the QR halfway, enough to keep it in the dropouts, and then use fingertips to try and rock the rim perpendicular to the axle. With gentle force, you should get a discernable click and slight movement, and this should disappear when you clamp it the rest of the way.
Unfortunately, the test is easier than the remedy.
Adjusting cup and cone hubs often takes 3 hands: 1 to hold the locknut on the opposite side of the hub, and one each on the side you're working on to hold a cone wrench and a bigger wrench on the lock nut. I always put a socket in my vise and put the opposite side locknut in there (or a hex wrench of that's what that side uses, as on a newer Shimano XT hub, for example). That way, I can use my gut to hold the wheel and my two hands topside to make adjustments.
The complexity is that the "right" cone-net position may be like 1/20th of a turn from no good. Moreover, the lock nut tightening moves the cone nut and adds its own preload, so you're sort of moving 2 things at once (if you can hold the wheel and the opposite side nut still, otherwise, you're moving 3 or 4 things!)
Experience helps a ton.
It is also very handy to have dummy dropouts to test the preload and clamped force w/o having to mount it in the bike over and over again. I use a pair of blocks I made from 8mm thick aluminum stock with 10mm holes in them. The axles fit in, I do-up the QRs (without the springs) and get the same clamping I'd get in the bike. Again, at partial clamp, I check to make sure I get a little play, and then none after I clamp them the rest of the way.
The shop owes you at least a hub adjustment.