With pain you sort of have to judge for yourself if it's something you can ride through while it takes care of itself or not. But if intense pain and especially if any swelling around the knee, then I would be taking a few days off the bike for it to get better.
If you can make adjustments that alleviate that pain, then I'd suppose it's okay. But if you are moving out of the proper fit position of things like saddle height, then you might eventually have some other issues. But temporarily for a week or so till your pain goes away might be okay.
Since this is a new to you bike, is the q-factor (distance between the crank arm planes) different from what you rode before. Or is the length of the cranks significantly different than the bike prior. As well, are you using cleats? If so, then possibly your cleat angles need to be adjusted so your knee joint moves without binding or twisting as your go from the bottom pedal stroke to the top pedal stroke.