Sorry to see something like that out of the box. This is why I visually inspect everything before I leave the Apple store. Check it for scratches and dings. Check the display for inconsistencies and dead pixels. Check the power brick and charging cable to make sure they're not damaged. Things like this.
The space grey model is going to be more susceptible to visible scratches, simply because of it's color. I would exchange it for another, then immediately get a case on it.