"this not test user account" error

If you see any more errors like this, I would take screenshots (push both buttons simultaneously) and take it in to apple. Since its apparently very new, if they want to wipe it instead of replace, I would point out that it is within the return period and that you would like a new one.

Call me paranoid, but I don't trust wiping to completely remove any odd modifications. Its like the old trick (before present in ios) to get the iPhone to show battery %. No idea why, but that little (non jailbreak) hack would survive a full wipe of the OS.

 

That % hack would survive a wipe if you restored from a backup. If you set up as new, then it would go away.

That said, taking a screen shot of the error is a good idea. If OP could post the exact error message here, we would have a better chance of telling him what it is, and whether he should be concerned.

Oh, did this error happen on a wifi connection, or cellular?

 

A full OS restore and set as new should clear it up, but it could be flaky flash.

If you don't want to take the chance.
Bring it to an Apple store, show the screen shots, swap it out.

 

It sounds like it is a development unit or some one added its udid to a developer account. Coming out of the box like this is very interesting. If a wipe does not fix it, contact apple because it thinks its in development mode.

Sandbox means that its running on the test (nothing counts) side of the app store used for developers to test in app purchases. It wants you to create a test account for that reason. You are trying to use your real "live" apple id.