Oily new wsm?

My friend just got a 22" WSM yesterday and he gave me a call to ask if it being "oily" was normal, and asked if he should degrease it. He said it smelled like oil too. His first cook is supposed to be tomarrow, a ham, at 300+. Has anyone heard of this before, and what do you think? I'm guessing that if there is any oily residue on the inside it will burn off with the high heat, but I thought I'd ask for your guy's opinions.

Both of mine had mainly oily grates to prevent them from beginning to rust while in shipment/storage. Washing and/or pre-heating the WSM should take care of that. I always washed my grates prior to use just to make sure.

Bill