Water heater pressure relief question

We have a brand new Rheem 40-gallon gas water heater that was installed last week. Here's the problem... Whenever someone takes a shower or we run the dishwasher, hot water will trickle out of the pressure relief valve. Then it stops. Does it sound like we have a faulty T & P valve? This seems kind of strange, since it's a brand new unit. This has been happening ever since the water heater was installed. We haven't had our water pressure checked, but we live in the city, and to my knowledge, none of our neighbors have complained about high PSI. Should we change the valve? Has anyone ever heard of this happening? Thanks.