Safety is the main concern. I wouldn't travel any appreciable distance with any trailer till I inspected, adjusted and greased the running gear as needed.
Trailers are shipped with unbalanced wheels and hubs. There may be too little or too much grease. Wheel bearings may not have been adjusted correctly. Brakes need to be inspected, adjusted and tested. Lug nuts need to be torqued, and suspension fasteners tightened. Tires need to be inspected and properly inflated.
Don't worry about the small stuff till you know that the unit is roadworthy.