Cool, heads up, the fan cranks and it's hot through all of the rounds of windows updates when you unbox it. That's normal, don't freak out at that. Afterwards shut it down, let it cool, and then you'll be rolling.
I have been running my Suface3 (i7,256) with no problems. It gets warm on a few things but it cools right down when i'm done with the program or App that was causing it. I love the machine, It has replaced all my computers and tablets.
I just bought the Surface i7 256 over black friday to get a great deal on it and some accessories. After using it for about 5 days now I have to say the fan kicks on at anything that remotely 'challenging' than simple word processing. Browsing sites using flash or any HTML5 to a certain degree kicks it in, Youtube a big one a lot of people go on kicks it in watching anything 720p and over, As bvone said, that castle siege game kicks it in, along with any 2D non graphically intensive game. It gets just as hot during these things as it does playing such demanding games as Alien Isolation and Dragon Age Inquisition.
The throttling however, is never an issue for me unless I am gaming on it, in which I have one of those Artic fans people talk about to cool it down and I have no issues playing with the max performance in that case. I use it primarily for mobile coding in Unity3D and Visual Studio, as I am a game developer. The fan kicks on running my game in playmode as well as stand-alone builds, but it is too be expected as it is pretty graphically intensive. During normal code sessions (without using extensive testing in playmode) I am able to code without the fan kicking in.
It is a little concerning seeing how the fan kicks in so often but I expected it as many have said the i7 model heats up way more and quicker than the other models. (at least in the ton of research I did before purchasing) I bought this model for its power so it getting warm and kickin in the fan is np for me, but I think it is a little ridiculous at some of the tasks it gets so hot and turbo boosts for, as my 3 year old android phone could do the same without getting even remotely as hot.
Did you make sure to order it with the education discount? You should have also gotten a free case/sleeve with the purchase. Or at least I did a few days ago. I didn't notice any "bags"...just sleeves and folio style cases for free. I can vouch for the Maroo leather folio (it's really a sleeve). Looks like good quality (fake leather though), and has a loop inside for pen storage which is convenient. No extra pockets for an arc mouse...
All internal strip downs of the Surface Pro 3 show the same fan and configuration. All write ups mention that they have a fan and no indication that one model has anything different.
Not to mention the TDP (Thermal Design Power, or the amount of heat that needs to be dissipated by the thermal design of the machine) of both the i7 4650u and the i5 4300u is identical so there isn't any technical reason to use a different fan or cooling design.