Mine might be ok in terms of that binding I mentioned. I ran it back and forth today trying to get a video to send to Lionel...it wouldn't do it. I work in maintenance and I've seen problems get camera shy before. Usually means it worked itself out. In this case, it might have been some break in. I'm going to call the hobby shop tomorrow and ask their opinion on what I should do. I'm considering putting a big straight away on the floor too so I can open it up.
I'd go after the easy stuff as far as the binding. I'm not familiar with this loco, but many of Lionels scale steamers have separately applied brake shoe detail that is screwed into the chassis behind each driver.
These can sometimes pivot and rub the wheels and/or traction tires. If the one on the traction tire rubs it can create a binding action out of the locomotive. The brake shoes on the engineers side of the loco are more at risk of rubbing as they can pivot towards the drivers when tightened.
I usually take the shoe loose a bit . Then insert a small flat blade screwdriver between the brake shoe and the wheel for spacing and retighten.
Secondly, give each gearbox a shot of grease. Often these gearboxes come with little grease and most of it is stuck to the side of the gearbox. I Grease every new loco after a brief test run to make sure there are no signifigant issues. Of course, lube all of the rod pivots and axle bushings as well . If you haven't already. Theres alot going on in the drive rod dept on these.
Having said all that. I recall the Legacy J3as ran a little rough out of the box. Some run in time appeared to resolve this.
Good luck and enjoy the new loco Bill!