I had the same concern. I picked up my new 2015 rMBP this past Sunday. I installed Logic Pro and then while installing Final Cut Pro, the fan suddenly came on at what sounded like full speed. My theory now is that Spotlight was busy indexing the thousands of files that Logic installed (I installed all additional content). So, that was probably running when I was installing Final Cut. Plus, it was on my lap... see last paragraph.
My fan also comes on sometimes when running Geekbench, but not always. The strange thing is that it comes on instantly at full instead of ramping up.
The other thing is that the laptop will heat up if you use it on your lap ironically. The intake vents are located in a position that is easily blocked if on your lap. I'm coming from a 2010 MBP where the vents were on the rear and not as easily blocked. And if you have track pants on, forget about it. That really interferes with the cooling via the aluminum casing.