I have an AT with 600 miles on it and couldn't be happier. I am getting an average of 19 MPG (50/50 driving) and just love to drive it. I must admit though, some of these messages I read about HP, MPG, buybacks, etc. are disheartening and takes away from the thrill I have felt the last 2 weeks.
On the other hand, I have read many positive and interesting messages so I continue to read. With that said, I have a question.

To other AT owners, do you hear a noise, not when you shift into drive but rather just after you began to move forward. I have not really noticed it when I shift from park to drive but always when I shift from reverse to drive.

Mine makes a little noise too. Who cares

Just want to make sure it is not a mechanical problem.

The noise you are hearing is either the ABS or Traction Control going through a startup routine. They all do it, right after they are cranked. If you park in a spot that you take off in drive rather than reverse then drive you will also notice the noise. My Audi made the noise and my BMW before that. It is nothing to worry about.

welcome and congrats
I am enjoying my auto also, the paddle shifts are in great location