You probably haven't had the opportunity (and the dealer probably didn't as well) to install bubble levels to use during set up. If you've set up and didn't check level, you really should. It helps the refrigerator work better and the slide outs won't be on a bind when extending or retracting. (you'll find other reasons too why level is better!)
As far as the rocking sensation, as mentioned make sure you have some weight on the stabilizers. Remember they are not designed to lift the unit off the ground, just stabilize.
Even with the front & rear stabilizers properly extended, many 5th wheelers still complain about the jiggling. A forum search will turn up many, many discussions about this.
Some use an extra set of jacks/stabilizers near the center of the unit, some use a hitch pin jack, and many are now going to one (or more) of the several available types of cross bracing methods for the built in jacks/stabilizers. Most say the x-brace wheel chocks help a lot too.
Especially with a new unit, each trip will be a learning experience. Enjoy!
2016 Flagstaff 8529IKBS Diamond Package 5th Wheel
Ford F-Series SCREW 4x4
TST Tire Monitor - Sinemate 3500w Gen.
2016 Nights Camped = 42