I also noticed a lot of dust on my camera sensor causing a number of dust spots in my photos with light backgrounds. I assume the dust was already on the sensor when it left the factory since I only had the camera for five days and only changed lenses four times. The amount of dust was significantly worse than my six year old D80. Since this is unacceptable for a new camera I requested a return and replacement with Amazon.com. I hope my new D600 doesn't have the same problem. Has anyone else noticed this problem?
Look at the first exposure taken and this will determine if the dust was on the sensor initially. Dust can be seen if the image is manipulated in post processing with contrast and exposure.
If the dust was not on the sensor on the first images, then it could have come from changing lenses after you received it. Changing lenses once can create a lot of dust on the sensor depending on the way the lens is removed, atmospheric conditions, and the condition of the lens being mounted. Rather than exchange a camera, a simple hand blower might remove the dust. Once this is done, if the dust is not removed, then it could be returned. Another thing to think about is whether the camera was in its factory packaging upon receipt. If not, it may have been opened by someone before you received it, in which case, a return would certainly seem to be justified in view of the dust issue.
And, if the packaging was not intact, check the number of exposures in the Exif data and see if it has more clicks on it than you have put on.