You really should post a video so we have some idea of what you are describing.
Brand new engines need to break in and have the gears loosened up a bit. They need grease, and oil the main axles like the manual says before running.
https://mthtrains.com/sites/de...ction/20dl19404i.pdf
"Lubrication You should lubricate the engine to prevent it from squeaking. Use light household oil and follow the lubrication points marked āLā in Fig. 1. Do not over-oil. Use only a drop on each pivot point."
Also, make sure the main truck screws that hold each truck on, are tight (very snug). I got a one gauge engine in that had a loose mounting screw and allowed the motor gear to slip. Made much more noise in one direction than the other.