First - lag refers to a large ping time in an internet connection. It's a very specific term. "Slowness" isn't lag, it's slowness.
The fix, since it's new, is to return it and ask for a replacement if you're in the US (or any other country that does replacements during the first 2 weeks or so). Whether anyone else is having the problem or not, if you're having a problem with a new phone, have it replaced (or if they don't do that where you are, repaired under warranty).
In the US, I'd suggest a phone with a better reputation. (Yes, that 2 week replacement usually allows you to change phones too.) Nokia (actually Microsoft, now) isn't known for making great phones.