-the one thing I would check is the oil cap. there have been posts about this oil cap getting lose or leaking and spraying the engine bay with oil. not all caps are affected, but just a heads up.
-when driving on the track the power steering fluid will leak a tad - totally normal
-engine is noisy and makes glorious V8 mechnical sounds your I6 Turbo Engine would never make - totally normal
-change oil every 5-7k miles if possible vs. waiting for IDrive's 12k
Congrats on the car! Welcome to the M3 club.