As Anthony indicates, the issue could also stem from radio frequency interference with the phone’s audio system -- which has undergone an extreme makeover since the headphone jack was removed. The Verge notes that the noise might stem from the phone’s A10 processor, which is bigger and more powerful than ever before.
The larger takeaway from this is that there’s really nothing to be that concerned about. If the noise is bothersome, you can follow Hackett’s example and replace your iPhone via AppleCare. Many in the tech blogosphere are fearing a “Hiss-Gate” controversy, as the floodgates open with hyperbolic complaints about the new iPhone. But don't count on it -- after all, the phone still brand new.