I'm a programmer so hardware is a bit foreign to me. I recently purchased an ASUS Zenbook from amazon (It was so shiny I couldn't resist here's the link) and it just arrived yesterday. After already purchasing a Dell and having to return it I was on full alert for any problems and after plugging it in I realized that the fan made a slight rattling sound when held close to my ear (this could be paranoia though). Now it is an Ultrabook so the fan rarely ever comes on and when it does it can only be heard from very close. Therefore it's not really a problem of annoyance but rather making the computer last. Any help in identifying whether this is a problem is appreciated! Thanks.
It's probably not a problem based off the description, but you can run a diagnostics test from boot to see if it returns anything negative. Usually it's the f2 key that allows you to enter the bios. Try the different function keys on bootup and look for the diagnostics test from the menu. Go to this link - http://www.asus.com/support - and put in your product information. It will guide you through doing the diagnostics.
All fans will make noise but if it sounds like something is preventing it from spinning freely you can start worrying about it. If you don't need the computer 'right now' you could try an exchange but since you ordered it you're probably looking at nearly a month turnaround. Even then they may say nothing is wrong with it or 'they fixed it' and give the same laptop back. If they do swap the fan, there's the possibility of the tech breaking parts of the case and saying it was in shipping. If they send you a new one it could have something else wrong with it.
Run something like SpeedFan for a while. Most CPU's like to run between 30 and 50C, if it's consistently over that you'll know for sure. Most CPU's will throttle themselves or stop when they near 90-100C or so.