Recently purchased a new baby grand. Previously I had an upright. I noticed the sustain pedal has @ small noise when using at certain times. Do I need to work it out by playing ? Do I need to adjust my pedal technique?
A small amount of mechanical noise is common, and usually easily rectifiable. Probably not worth invoking the warranty on a new piano, though it might be worth contacting the retailer and mentioning it, just to cover yourself.
I wouldn't advise trying to lubricate or adjust any moving parts yourself, unless you know what you're doing (and, with respect, you obviously don't :-) ). When the piano has settled into its new home and your tuner makes his next visit, ask him to have a look at it.
Don't adjust your pedal technique.
The noise could come from the pedal pivot, or the cup connecting the pedal to the pushrod, or one of the pushrod guides, or the pushrod-action joint, all of which are best left to a professional technician to both troubleshoot and correct. The noise could even come from the sole of your shoe on the pedal, or a creaky floorboard!