I waxed it a week after I got it. You should do it as soon as possible really. You shouldn't run into any problems as the paint on cars today is usually 99% cured by the time it rolls off the line, and after a long trip from south korea, its all ready for a wax.
I went a bit crazy and also hit it with the clay bar and then waxed it. I figured it had already got 3 months of exposure before I picked it up. Used Mother's clay bar system and then their FX synwax with great results.
x2, I waxed it a week after I bought it and the reason was because the paint was "free" of road debris and so it was easier. The wax they put on the dealerships are a joke and will not protect your paint from nothing. On the other hand I am glad I waxed my car that early; I had a few bird droppings in my car and the wax literary eats them away (breaks them down) [usually bird droppings can damage your paint] and when is dirty I just spray it with water and boom it looks like new again. A good wax can protect your car roughly 3 months. I used zainos, but there are many many products in the market that are good.