Good advice provided already, especially on running very little lubricants.
They really should include a warning with all guns in the package on blaze orange paper that tells owners to completely breakdown and thoroughly clean the gun before use (not saying you did not, just adding this for anyone reading later on with less experience). My Stoeger and Franchi were filthy from the factory and I surgically cleaned them before ever cycling the actions. Zero problem with them.
It is also important to shoot higher powered shells for a bit before going to lower power shells (according to many experts), but I only use mine for turkeys and they have only seen turkey loads the whole time. The only shell that would not cycle in the Stoeger was the Federal TSS due to the shell length, but I don't shoot those anyway. Have fun breaking it in and hope it goes well for you!