Had the same thing about a year ago. Seems the break in shiny stuff and any left from manufacturing was in there. The next two changes had literally clean oil going to waste. Wonder why I changed it. You will also notice the shift changes get quieter, to the point it's an automatic transmission.
Every new to me vehicle gets an oil change after a hundred or so miles for that very reason. There usually seems to be some metal fillings that end up in the first oil change.
When I took my GMC 2500 Denali in to get one of my "free" oil changes, the tech told me that I wasn't thinking of the environment by changing the oil in a diesel after only 2500 miles. I told him that I was way more worried about my engine than I was about the environmental damage.
End of that conversation!