I'm talking about the standard 3000m/5000km/1 year (whichever comes first) oil change. This is a change in which the cleaning oil is used to flush out the gearbox, after which the box is filled with all-seasons oil. The reason for making two oil changes (instead of the one required by your warranty and the handbook) in the first year is that any tiny bits knocked off the gears should be flushed out -- and worried owners should be given a confidence boost. Whether either is essential is a matter of opinion. (I'm an economist and a psychologist, so I'm keen on abracadabra because I've seen it work all my life, but I'll understand if riders who've practiced engineering all their lives are more cautious.)
Also, if you have the external klickbox, while you're changing the gearbox oil is a good time to put fresh grease in the klickbox, which is theoretically but wastefully supposed to get new grease every 500km.
The best advice I can give the new Rohloff owner is: Don't worry so much about small stuff. You need to be superman to break a Rohloff box. Ride it and enjoy, in full confidence that it will outlive you -- and your grandchildren will still ride grandpa's bike. The great Chalo Colina, a famed Boeing toolmaker, who knows a thing or two about mechanisms under stress (he weighs north of 350 pounds, so he starts testing where other designers' nightmares end), has several Rohloff gearboxes. He told me, "A Shimano Nexus/Alfine hub gearbox will lie down and die before you run in a Rohloff box." (Paraphrased from memory.) I didn't believe him. Then I broke two Shimano gearboxes at a mileage where my Rohloff wasn't yet run in...
Remember this too: the Rohloff wasn't designed as a luxury, smooth, quiet touring bike gearbox. It's a piece of agricultural equipment designed to survive constant high-stress offroad racing, mud plugging, even beach racing, because that's the sort of riding Bernd Rohloff did. In fact, I (and many others here, as you can discover by reading passim) expected the Rohloff to be constantly louder than it actually is. Mine is, for practical purposes, silent now that it is run in (it still gets smoother but at nearly 10k it must surely be run in -- this could get ridiculous!). Unless you hear constant loud crunching, there is most likely nothing wrong with your gearbox.
Relax, ride and enjoy.