I've always done a 500-1000 mile oil change, I'm used to seeing what comes out on a first low mile change. Regardless what others have said about there not being a need, it's just something I do.
I had the opportunity to crawl around under a '24 Bronco Bad Lands 2.7L a couple of days ago. My friend bought one and wanted me to help him with a 1000-mile oil change. Surprisingly, the catch pan had little black particles/chunks in the bottom of it, they were very small, and they weren't magnetic. That's why I like to change the oil early on to see what I can see because I know those first few miles is where things "wear in" for lack of a better description. I took a guess and have to assume it might be silicone from somewhere in the engine, it may have been plastic too, truthfully I'm not sure what it was.
We cut the filter open and saw some shiny stuff that also was not magnetic, it appeared to be aluminum. Being it's the first oil change, I didn't want to worry him too much and told him I'd recommend another oil change in 1000 miles just for peace of mind. It did concern me a little bit as it was more than I was accustomed to seeing on initial changes. It ran just like you'd expect a beautiful new Bronco to run. I have my fingers crossed for him.