My dealer says the only service they insist on, is at 5000kms (3500) miles, so they can do all the post delivery checks, and what not.
I don't see any real reason to change the oil earlier. It's not like the oil is different, and I don't think they use break-in additives anymore.
For real peace of mind, you can buy oil test kits at most auto parts stores. You take a sample of your oil, at oil change time, and send it off, and they send back a report of
the condition of the oil, and any contaminants in the oil. All these can be traced to specific parts in the engine, so you get a good idea if anything odd is going on in there.
Historically people have been changing oil more often than is necessary, especially with synthetic oils, a fall-back to the 1960s-70s when you changed the oil twice a year (whether it needed it or not). Engines are built a lot different now, and don't need the same treatment.